+83.4%
EMR vs LSCC
+26.3%
+57.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.1% | -7.3% | -1.9% |
| 7D | -1.6% | +13.0% | -14.5% | -4.7% |
| 30D | +2.0% | -19.8% | +21.8% | +6.9% |
| 3M | +3.8% | -18.4% | +22.2% | +7.9% |
| 6M | +10.5% | -16.1% | +26.6% | +12.5% |
| YTD | +23.7% | +42.7% | -19.0% | +9.2% |
| 1Y | +25.4% | +68.0% | -42.6% | +6.2% |
| 3Y | +86.6% | +85.8% | +0.7% | +45.5% |
| All | +83.4% | +26.3% | +57.0% | +41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling