+0.5%
EMB vs LSCC
+83.9%
-83.4%
-5.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +10.4% | -10.3% | -0.2% |
| 7D | -0.4% | +14.5% | -14.9% | -0.9% |
| 30D | +1.5% | -0.1% | +1.6% | +1.5% |
| 3M | -1.6% | -2.7% | +1.1% | -1.6% |
| 6M | -1.5% | -4.8% | +3.3% | -1.8% |
| YTD | -0.1% | +66.9% | -66.9% | -2.9% |
| 1Y | +0.5% | +85.8% | -85.3% | -2.9% |
| All | +0.5% | +83.9% | -83.4% | -2.9% |
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