+82.5%
EQX vs LSCC
+82.7%
-0.2%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +2.0% |
| 7D | +1.7% | +1.4% | +0.4% | +1.4% |
| 30D | +11.1% | -10.0% | +21.1% | +13.2% |
| 3M | +23.1% | -16.1% | +39.2% | +26.3% |
| 6M | -21.8% | +27.4% | -49.2% | -26.3% |
| YTD | -8.1% | +56.9% | -65.0% | -16.8% |
| 1Y | +29.7% | +74.6% | -44.9% | +14.8% |
| 3Y | +179.9% | +26.0% | +153.9% | +152.8% |
| 5Y | +82.5% | +86.1% | -3.6% | +37.8% |
| All | +82.5% | +82.7% | -0.2% | +37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling