+4,169.1%
EMR vs LSCC
+9,126.4%
-4,957.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -8.6% | +4.0% | -3.2% |
| 7D | -4.8% | -4.8% | +0.1% | -4.1% |
| 30D | +0.7% | -27.1% | +27.8% | +5.7% |
| 3M | +0.4% | -23.6% | +24.0% | +4.3% |
| 6M | +18.4% | -19.8% | +38.2% | +21.0% |
| YTD | +23.9% | +33.2% | -9.3% | +15.9% |
| 1Y | +24.7% | +55.2% | -30.5% | +13.7% |
| 3Y | +86.4% | +70.1% | +16.3% | +62.4% |
| 5Y | +83.3% | +19.5% | +63.8% | +62.9% |
| 10Y | +320.2% | +1,164.9% | -844.7% | +152.1% |
| All | +4,169.1% | +9,126.4% | -4,957.3% | +1,525.6% |
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 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