+62.7%
EMR vs LSCC
+82.7%
-20.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | +1.3% |
| 7D | -1.5% | +1.3% | -2.8% | -1.8% |
| 30D | -5.6% | -9.7% | +4.1% | -3.4% |
| 3M | +7.9% | -23.7% | +31.6% | +13.8% |
| 6M | +6.0% | +26.5% | -20.5% | -1.9% |
| YTD | +16.4% | +57.5% | -41.1% | +1.3% |
| 1Y | +16.6% | +75.7% | -59.1% | -1.7% |
| 3Y | +62.9% | +19.5% | +43.4% | +40.0% |
| All | +62.7% | +82.7% | -20.0% | +12.3% |
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