+38.3%
EQT vs LSCC
+99.6%
-61.3%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.5% | +6.3% | +1.3% |
| 7D | +6.9% | +7.0% | -0.1% | +6.2% |
| 30D | +0.4% | -2.3% | +2.7% | +0.3% |
| 3M | -2.0% | -12.5% | +10.5% | -1.3% |
| 6M | -5.0% | -10.6% | +5.6% | -5.4% |
| YTD | -0.3% | +52.7% | -53.0% | -8.3% |
| 1Y | -11.3% | +74.0% | -85.3% | -20.0% |
| 3Y | +38.3% | +104.8% | -66.5% | +13.5% |
| All | +38.3% | +99.6% | -61.3% | +13.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling