+90.2%
EMR vs LSCC
+33.9%
+56.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.5% | +5.5% | +1.3% |
| 7D | +2.8% | +7.0% | -4.1% | +0.9% |
| 30D | +3.7% | -2.3% | +6.0% | +3.4% |
| 3M | +2.0% | -12.5% | +14.5% | +4.1% |
| 6M | +22.1% | -10.6% | +32.7% | +22.2% |
| YTD | +27.2% | +52.7% | -25.5% | +10.2% |
| 1Y | +32.0% | +74.0% | -41.9% | +10.7% |
| 3Y | +103.3% | +104.8% | -1.5% | +54.5% |
| All | +90.2% | +33.9% | +56.3% | +44.0% |
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 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