+8.0%
ELF vs LSCC
+69.3%
-61.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -8.6% | +5.3% | -1.2% |
| 7D | -2.7% | -4.8% | +2.1% | -1.8% |
| 30D | +6.9% | -27.1% | +34.0% | +14.9% |
| 3M | +27.2% | -23.6% | +50.8% | +34.3% |
| 6M | +84.9% | -19.8% | +104.7% | +87.7% |
| YTD | +44.5% | +33.2% | +11.2% | +22.0% |
| 1Y | -6.8% | +55.2% | -62.0% | -25.1% |
| All | +8.0% | +69.3% | -61.3% | -23.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling