+301.5%
EMR vs LSCC
+1,398.6%
-1,097.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +8.4% | -4.0% | +2.3% |
| 7D | +2.1% | +19.3% | -17.2% | -2.5% |
| 30D | +4.8% | -9.6% | +14.4% | +6.7% |
| 3M | +7.5% | -12.4% | +19.9% | +9.8% |
| 6M | +20.9% | -10.5% | +31.3% | +21.1% |
| YTD | +29.2% | +54.8% | -25.6% | +11.6% |
| 1Y | +33.0% | +79.4% | -46.4% | +10.6% |
| 3Y | +109.8% | +109.6% | +0.2% | +58.6% |
| 5Y | +91.9% | +40.4% | +51.6% | +50.0% |
| 10Y | +301.5% | +1,379.1% | -1,077.6% | +67.5% |
| All | +301.5% | +1,398.6% | -1,097.0% | +67.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling