-31.9%
ELAN vs LSCC
+1,427.0%
-1,459.0%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.7% | -0.2% |
| 7D | +1.6% | +1.3% | +0.3% | +1.3% |
| 30D | -6.6% | -9.7% | +3.1% | -4.5% |
| 3M | -0.8% | -23.7% | +22.9% | +4.3% |
| 6M | +0.2% | +26.5% | -26.2% | -7.6% |
| YTD | +8.3% | +57.5% | -49.3% | -6.0% |
| 1Y | +40.2% | +75.7% | -35.4% | +17.6% |
| 3Y | +97.7% | +19.5% | +78.3% | +71.0% |
| 5Y | -28.3% | +83.8% | -112.0% | -46.1% |
| All | -31.9% | +1,427.0% | -1,459.0% | -63.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling