+250.0%
EQX vs LSCC
+1,589.5%
-1,339.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.0% | -4.4% | -2.7% |
| 7D | -1.4% | +1.3% | -2.7% | -1.6% |
| 30D | +24.4% | -9.7% | +34.0% | +26.4% |
| 3M | +11.6% | -23.7% | +35.3% | +16.0% |
| 6M | -25.0% | +26.5% | -51.5% | -28.6% |
| YTD | -8.4% | +57.5% | -65.9% | -15.9% |
| 1Y | +43.4% | +75.7% | -32.3% | +29.0% |
| 3Y | +162.0% | +19.5% | +142.5% | +139.9% |
| 5Y | +70.1% | +83.8% | -13.6% | +38.6% |
| All | +250.0% | +1,589.5% | -1,339.5% | +231.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling