-29.3%
ELAN vs LSCC
+85.6%
-114.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.5% | -2.5% |
| 7D | +0.3% | +5.2% | -5.0% | -1.2% |
| 30D | +8.4% | -9.6% | +18.0% | +11.2% |
| 3M | +1.2% | -17.8% | +19.0% | +5.1% |
| 6M | +2.6% | +37.4% | -34.8% | -9.1% |
| YTD | +5.9% | +59.7% | -53.8% | -10.8% |
| 1Y | +25.8% | +76.2% | -50.4% | +1.9% |
| 3Y | +106.8% | +28.2% | +78.6% | +70.7% |
| 5Y | -29.3% | +87.2% | -116.5% | -51.4% |
| All | -29.3% | +85.6% | -114.9% | -51.4% |
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