-32.8%
EFX vs LSCC
+82.7%
-115.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.0% | -8.4% | -6.8% |
| 7D | -8.6% | +1.3% | -9.9% | -8.9% |
| 30D | +0.1% | -9.7% | +9.8% | +1.8% |
| 3M | +3.8% | -23.7% | +27.6% | +7.5% |
| 6M | -13.5% | +26.5% | -40.0% | -21.8% |
| YTD | -17.7% | +57.5% | -75.2% | -30.4% |
| 1Y | -25.6% | +75.7% | -101.3% | -39.5% |
| 3Y | -12.1% | +19.5% | -31.5% | -24.5% |
| All | -32.8% | +82.7% | -115.5% | -54.4% |
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