+366.2%
EFA vs LSCC
+340.0%
+26.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.1% | -7.9% | -2.2% |
| 7D | -1.4% | +13.0% | -14.4% | -4.0% |
| 30D | -1.2% | -19.8% | +18.7% | +2.5% |
| 3M | -5.1% | -18.4% | +13.3% | -2.3% |
| 6M | -1.2% | -16.1% | +14.9% | -0.1% |
| YTD | +7.8% | +42.7% | -34.9% | -3.1% |
| 1Y | +12.2% | +68.0% | -55.8% | -2.6% |
| 3Y | +61.5% | +85.8% | -24.3% | +29.6% |
| 5Y | +45.8% | +28.0% | +17.7% | +20.1% |
| 10Y | +141.8% | +1,255.1% | -1,113.3% | +12.0% |
| All | +366.2% | +340.0% | +26.2% | +78.8% |
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 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