+32.2%
EEM vs LSCC
+33.9%
-1.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.5% | +5.1% | +0.8% |
| 7D | +2.7% | +7.0% | -4.3% | +1.0% |
| 30D | -5.4% | -2.3% | -3.1% | -5.5% |
| 3M | -8.6% | -12.5% | +3.9% | -6.9% |
| 6M | -8.9% | -10.6% | +1.7% | -8.0% |
| YTD | +11.9% | +52.7% | -40.8% | +1.2% |
| 1Y | +13.1% | +74.0% | -60.9% | -0.5% |
| 3Y | +70.7% | +104.8% | -34.1% | +37.4% |
| All | +32.2% | +33.9% | -1.7% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded LSCC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling