-25.6%
EFX vs LSCC
+72.9%
-98.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.0% | -8.4% | -6.2% |
| 7D | -8.6% | +1.3% | -9.9% | -8.5% |
| 30D | +0.1% | -9.7% | +9.8% | -0.5% |
| 3M | +3.8% | -23.7% | +27.6% | +3.7% |
| 6M | -13.5% | +26.5% | -40.0% | -15.5% |
| YTD | -17.7% | +57.5% | -75.2% | -20.5% |
| 1Y | -25.6% | +75.7% | -101.3% | -29.5% |
| All | -25.6% | +72.9% | -98.5% | -29.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling