+22.0%
EQX vs LSCC
+42.8%
-20.8%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.2% | -1.1% | -3.6% |
| 7D | -8.3% | +21.2% | -29.6% | -12.1% |
| 30D | -4.7% | -1.9% | -2.8% | -4.9% |
| 3M | -10.1% | -8.1% | -2.1% | -9.4% |
| 6M | -29.9% | -5.2% | -24.7% | -30.4% |
| YTD | -26.0% | +61.5% | -87.6% | -34.0% |
| 1Y | -21.0% | +81.3% | -102.3% | -31.0% |
| 3Y | +127.7% | +108.7% | +19.0% | +81.2% |
| 5Y | +22.0% | +44.1% | -22.1% | -12.6% |
| All | +22.0% | +42.8% | -20.8% | -12.6% |
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