+144.4%
EFA vs LSCC
+1,833.8%
-1,689.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.8% |
| 7D | -0.5% | +1.4% | -1.8% | -0.7% |
| 30D | -1.3% | -10.0% | +8.7% | +0.3% |
| 3M | +5.2% | -16.1% | +21.3% | +7.5% |
| 6M | +9.4% | +27.4% | -18.0% | +3.2% |
| YTD | +12.7% | +56.9% | -44.2% | +2.0% |
| 1Y | +19.3% | +74.6% | -55.3% | +5.3% |
| 3Y | +66.3% | +26.0% | +40.4% | +48.3% |
| 5Y | +53.4% | +86.1% | -32.8% | +21.4% |
| 10Y | +144.4% | +1,830.6% | -1,686.2% | +35.0% |
| All | +144.4% | +1,833.8% | -1,689.4% | +35.0% |
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