+854.3%
EEM vs LSCC
+1,405.2%
-550.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.2% | +1.3% |
| 7D | +2.3% | +1.3% | +1.0% | +2.0% |
| 30D | +4.5% | -9.7% | +14.2% | +7.2% |
| 3M | -0.1% | -23.7% | +23.6% | +6.3% |
| 6M | +16.9% | +26.5% | -9.5% | +8.4% |
| YTD | +26.2% | +57.5% | -31.3% | +9.9% |
| 1Y | +40.5% | +75.7% | -35.2% | +18.0% |
| 3Y | +86.2% | +19.5% | +66.7% | +60.4% |
| 5Y | +45.5% | +83.8% | -38.3% | +4.6% |
| 10Y | +128.6% | +1,772.4% | -1,643.7% | -23.6% |
| All | +854.3% | +1,405.2% | -550.9% | +96.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling