+51.7%
ELF vs LSCC
+68.2%
-16.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +7.1% | -1.4% | +4.7% |
| 7D | +4.0% | +13.0% | -9.0% | +2.3% |
| 30D | +10.6% | -19.8% | +30.4% | +13.7% |
| 3M | +25.8% | -18.4% | +44.2% | +28.5% |
| 6M | +89.1% | -16.1% | +105.2% | +88.5% |
| YTD | +52.7% | +42.7% | +10.0% | +21.7% |
| 1Y | +51.7% | +68.0% | -16.3% | +7.0% |
| All | +51.7% | +68.2% | -16.4% | +7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling