+144.8%
EFA vs LSCC
+1,398.6%
-1,253.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +8.4% | -5.4% | +1.6% |
| 7D | +1.2% | +19.3% | -18.1% | -2.1% |
| 30D | +1.5% | -9.6% | +11.2% | +2.7% |
| 3M | -3.3% | -12.4% | +9.1% | -2.0% |
| 6M | +2.6% | -10.5% | +13.0% | +2.5% |
| YTD | +11.0% | +54.8% | -43.8% | -0.3% |
| 1Y | +15.1% | +79.4% | -64.3% | +0.5% |
| 3Y | +67.6% | +109.6% | -41.9% | +34.7% |
| 5Y | +50.5% | +40.4% | +10.1% | +23.9% |
| 10Y | +144.8% | +1,379.1% | -1,234.3% | +32.0% |
| All | +144.8% | +1,398.6% | -1,253.7% | +32.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling