+28.0%
EMR vs LSCC
+77.3%
-49.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | +0.7% |
| 7D | +2.7% | +21.2% | -18.6% | -2.1% |
| 30D | +2.1% | -1.9% | +4.0% | +1.9% |
| 3M | +2.3% | -8.1% | +10.3% | +3.2% |
| 6M | +22.5% | -5.2% | +27.7% | +20.4% |
| YTD | +27.2% | +61.5% | -34.3% | +4.7% |
| 1Y | +28.0% | +81.3% | -53.3% | +1.0% |
| All | +28.0% | +77.3% | -49.3% | +1.0% |
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