+103.3%
EMR vs LSCC
+99.6%
+3.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.5% | +5.5% | +1.4% |
| 7D | +2.8% | +7.0% | -4.1% | +0.8% |
| 30D | +3.7% | -2.3% | +6.0% | +3.4% |
| 3M | +2.0% | -12.5% | +14.5% | +4.2% |
| 6M | +22.1% | -10.6% | +32.7% | +22.0% |
| YTD | +27.2% | +52.7% | -25.5% | +8.4% |
| 1Y | +32.0% | +74.0% | -41.9% | +8.4% |
| 3Y | +103.3% | +104.8% | -1.5% | +48.6% |
| All | +103.3% | +99.6% | +3.6% | +48.6% |
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