+125.6%
EMB vs LSCC
+3,181.9%
-3,056.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.1% | -7.1% | -0.3% |
| 7D | -0.1% | +13.0% | -13.1% | -0.7% |
| 30D | +1.3% | -19.8% | +21.1% | +2.1% |
| 3M | -2.7% | -18.4% | +15.7% | -2.1% |
| 6M | -2.8% | -16.1% | +13.3% | -2.6% |
| YTD | -1.1% | +42.7% | -43.8% | -3.4% |
| 1Y | 0.0% | +68.0% | -68.0% | -3.1% |
| 3Y | +28.8% | +85.8% | -57.1% | +22.6% |
| 5Y | +6.0% | +28.0% | -22.1% | +1.2% |
| 10Y | +29.1% | +1,255.1% | -1,226.0% | +14.6% |
| All | +125.6% | +3,181.9% | -3,056.3% | +98.7% |
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