-30.7%
EFX vs LSCC
+33.9%
-64.6%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.5% | +6.2% | +1.6% |
| 7D | -0.8% | +7.0% | -7.8% | -2.1% |
| 30D | +25.1% | -2.3% | +27.4% | +24.4% |
| 3M | +1.7% | -12.5% | +14.2% | +2.4% |
| 6M | +18.4% | -10.6% | +29.0% | +15.7% |
| YTD | -12.5% | +52.7% | -65.2% | -26.7% |
| 1Y | -8.1% | +74.0% | -82.1% | -25.8% |
| 3Y | +4.8% | +104.8% | -100.0% | -25.4% |
| All | -30.7% | +33.9% | -64.6% | -48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling