+69.1%
EFX vs LSCC
+1,398.6%
-1,329.5%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +8.4% | -9.1% | -2.1% |
| 7D | -2.2% | +19.3% | -21.5% | -5.5% |
| 30D | +29.2% | -9.6% | +38.8% | +30.3% |
| 3M | +3.5% | -12.4% | +15.9% | +4.2% |
| 6M | +7.8% | -10.5% | +18.2% | +5.7% |
| YTD | -12.4% | +54.8% | -67.2% | -25.1% |
| 1Y | -8.2% | +79.4% | -87.6% | -24.3% |
| 3Y | +4.7% | +109.6% | -104.9% | -21.3% |
| 5Y | -32.0% | +40.4% | -72.4% | -47.1% |
| 10Y | +69.1% | +1,379.1% | -1,310.0% | -11.7% |
| All | +69.1% | +1,398.6% | -1,329.5% | -11.7% |
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