+4,162.2%
EMR vs LSCC
+9,784.2%
-5,622.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.1% | -7.3% | -1.3% |
| 7D | -1.6% | +13.0% | -14.5% | -3.7% |
| 30D | +2.0% | -19.8% | +21.8% | +5.2% |
| 3M | +3.8% | -18.4% | +22.2% | +6.6% |
| 6M | +10.5% | -16.1% | +26.6% | +12.1% |
| YTD | +23.7% | +42.7% | -19.0% | +14.4% |
| 1Y | +25.4% | +68.0% | -42.6% | +12.8% |
| 3Y | +86.6% | +85.8% | +0.7% | +60.2% |
| 5Y | +83.0% | +28.0% | +55.0% | +60.7% |
| 10Y | +319.5% | +1,255.1% | -935.6% | +148.7% |
| All | +4,162.2% | +9,784.2% | -5,622.0% | +1,504.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling