+175.3%
EQX vs LSCC
+27.3%
+148.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.7% | -1.6% |
| 7D | +3.8% | +5.2% | -1.4% | +2.9% |
| 30D | +9.4% | -9.6% | +19.0% | +11.1% |
| 3M | +16.8% | -17.8% | +34.6% | +19.7% |
| 6M | -23.7% | +37.4% | -61.1% | -27.7% |
| YTD | -9.6% | +59.7% | -69.3% | -15.9% |
| 1Y | +29.1% | +76.2% | -47.1% | +18.5% |
| 3Y | +175.3% | +28.2% | +147.1% | +137.9% |
| All | +175.3% | +27.3% | +148.1% | +137.9% |
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