-1.5%
ELV vs LSCC
+81.4%
-82.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +7.1% | -8.6% | -1.5% |
| 7D | +1.3% | +13.0% | -11.6% | +1.3% |
| 30D | +5.3% | -19.8% | +25.1% | +5.5% |
| 3M | +9.2% | -18.4% | +27.6% | +9.4% |
| 6M | +14.5% | -16.1% | +30.7% | +14.2% |
| YTD | +23.2% | +42.7% | -19.5% | +20.8% |
| 1Y | +38.0% | +68.0% | -30.0% | +34.7% |
| 3Y | -1.5% | +85.8% | -87.4% | -2.3% |
| All | -1.5% | +81.4% | -82.9% | -2.3% |
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