+233.4%
EQX vs LSCC
+1,563.8%
-1,330.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.1% | -3.9% | -4.9% |
| 7D | -7.0% | +0.4% | -7.5% | -7.1% |
| 30D | +4.8% | -9.5% | +14.3% | +6.5% |
| 3M | +25.6% | -13.8% | +39.4% | +27.9% |
| 6M | -25.8% | +24.5% | -50.3% | -29.2% |
| YTD | -12.7% | +55.1% | -67.9% | -19.7% |
| 1Y | +14.1% | +72.5% | -58.4% | +2.9% |
| 3Y | +165.7% | +24.5% | +141.2% | +141.6% |
| 5Y | +81.2% | +81.8% | -0.6% | +47.9% |
| All | +233.4% | +1,563.8% | -1,330.5% | +216.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling