-36.5%
ELAN vs LSCC
+1,403.8%
-1,440.3%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.8% | -2.7% |
| 7D | -6.4% | +0.4% | -6.8% | -6.5% |
| 30D | +0.6% | -9.5% | +10.1% | +2.8% |
| 3M | 0.0% | -13.8% | +13.7% | +2.0% |
| 6M | -3.4% | +24.5% | -27.9% | -10.6% |
| YTD | +1.0% | +55.1% | -54.1% | -12.0% |
| 1Y | +24.7% | +72.5% | -47.8% | +5.0% |
| 3Y | +97.2% | +24.5% | +72.7% | +68.9% |
| 5Y | -31.5% | +81.8% | -113.3% | -48.4% |
| All | -36.5% | +1,403.8% | -1,440.3% | -66.0% |
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