+2,419.4%
ELV vs LSCC
+560.4%
+1,859.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.0% | -3.8% | -2.0% |
| 7D | +3.3% | +1.3% | +2.0% | +3.1% |
| 30D | +4.2% | -9.7% | +13.8% | +5.4% |
| 3M | -0.1% | -23.7% | +23.6% | +2.5% |
| 6M | +41.3% | +26.5% | +14.8% | +34.7% |
| YTD | +17.4% | +57.5% | -40.1% | +8.2% |
| 1Y | +35.1% | +75.7% | -40.6% | +22.1% |
| 3Y | -3.2% | +19.5% | -22.7% | -11.7% |
| 5Y | +15.6% | +83.8% | -68.2% | -5.1% |
| 10Y | +276.8% | +1,772.4% | -1,495.6% | +107.0% |
| All | +2,419.4% | +560.4% | +1,859.0% | +966.6% |
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