+44.6%
EFX vs LSCC
+1,766.3%
-1,721.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.0% | -8.4% | -6.7% |
| 7D | -8.6% | +1.3% | -9.9% | -8.9% |
| 30D | +0.1% | -9.7% | +9.8% | +1.7% |
| 3M | +3.8% | -23.7% | +27.6% | +7.2% |
| 6M | -13.5% | +26.5% | -40.0% | -20.7% |
| YTD | -17.7% | +57.5% | -75.2% | -28.7% |
| 1Y | -25.6% | +75.7% | -101.3% | -37.6% |
| 3Y | -12.1% | +19.5% | -31.5% | -24.0% |
| 5Y | -33.8% | +83.8% | -117.6% | -50.0% |
| All | +44.6% | +1,766.3% | -1,721.8% | -26.6% |
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