+9.2%
EQX vs LSCC
+57.8%
-48.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +1.3% | +11.5% | +12.4% |
| 7D | +7.6% | +3.0% | +4.7% | +6.5% |
| 30D | +0.4% | -19.3% | +19.7% | +6.5% |
| 3M | +18.0% | -22.3% | +40.3% | +25.8% |
| 6M | -18.4% | -14.6% | -3.8% | -17.2% |
| YTD | -19.3% | +45.8% | -65.1% | -30.2% |
| 1Y | +9.2% | +69.6% | -60.4% | -7.3% |
| All | +9.2% | +57.8% | -48.6% | -7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling