+109.8%
EMR vs LSCC
+104.5%
+5.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +8.4% | -4.0% | +2.2% |
| 7D | +2.1% | +19.3% | -17.2% | -2.6% |
| 30D | +4.8% | -9.6% | +14.4% | +6.8% |
| 3M | +7.5% | -12.4% | +19.9% | +10.0% |
| 6M | +20.9% | -10.5% | +31.3% | +21.0% |
| YTD | +29.2% | +54.8% | -25.6% | +10.0% |
| 1Y | +33.0% | +79.4% | -46.4% | +8.6% |
| 3Y | +109.8% | +109.6% | +0.2% | +53.1% |
| All | +109.8% | +104.5% | +5.2% | +53.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling