+68.0%
EFA vs LSCC
+20.0%
+47.9%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.2% |
| 7D | +0.6% | +1.3% | -0.7% | +0.4% |
| 30D | +0.9% | -9.7% | +10.5% | +2.2% |
| 3M | +4.9% | -23.7% | +28.6% | +8.1% |
| 6M | +8.6% | +26.5% | -17.9% | +3.8% |
| YTD | +14.6% | +57.5% | -42.9% | +6.0% |
| 1Y | +22.6% | +75.7% | -53.1% | +11.3% |
| All | +68.0% | +20.0% | +47.9% | +50.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling