+313.8%
ELF vs LSCC
+1,754.4%
-1,440.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.0% | +0.1% | +1.6% |
| 7D | +5.4% | +1.3% | +4.0% | +5.0% |
| 30D | +27.0% | -9.7% | +36.6% | +30.3% |
| 3M | +113.2% | -23.7% | +136.9% | +126.1% |
| 6M | +36.6% | +26.5% | +10.1% | +23.3% |
| YTD | +44.2% | +57.5% | -13.3% | +20.8% |
| 1Y | -18.0% | +75.7% | -93.7% | -33.6% |
| 3Y | -19.9% | +19.5% | -39.4% | -32.1% |
| 5Y | +257.7% | +83.8% | +173.9% | +156.5% |
| All | +313.8% | +1,754.4% | -1,440.6% | +109.0% |
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 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