+724.1%
EEM vs LSCC
+1,263.9%
-539.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +7.1% | -4.9% | +0.4% |
| 7D | -2.8% | +13.0% | -15.8% | -6.0% |
| 30D | -11.9% | -19.8% | +7.9% | -7.3% |
| 3M | -8.8% | -18.4% | +9.6% | -4.8% |
| 6M | -11.6% | -16.1% | +4.5% | -9.3% |
| YTD | +9.0% | +42.7% | -33.7% | -3.5% |
| 1Y | +10.6% | +68.0% | -57.4% | -6.4% |
| 3Y | +64.4% | +85.8% | -21.5% | +25.6% |
| 5Y | +31.0% | +28.0% | +3.0% | +3.4% |
| 10Y | +105.6% | +1,255.1% | -1,149.5% | -24.8% |
| All | +724.1% | +1,263.9% | -539.8% | +72.4% |
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