-25.6%
ELAN vs LSCC
+1,380.2%
-1,405.8%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.5% | +6.5% | +2.4% |
| 7D | +4.0% | +7.0% | -2.9% | +2.1% |
| 30D | +18.8% | -2.3% | +21.1% | +18.4% |
| 3M | +19.0% | -12.5% | +31.5% | +21.0% |
| 6M | +22.8% | -10.6% | +33.4% | +22.3% |
| YTD | +18.3% | +52.7% | -34.4% | +2.1% |
| 1Y | +21.8% | +74.0% | -52.2% | +1.4% |
| 3Y | +153.8% | +104.8% | +49.0% | +91.9% |
| 5Y | -18.9% | +36.2% | -55.2% | -36.3% |
| All | -25.6% | +1,380.2% | -1,405.8% | -60.6% |
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