-5.5%
ETN vs LSCC
+57.8%
-63.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +1.3% | -11.1% | -10.4% |
| 7D | -10.1% | +3.0% | -13.1% | -11.5% |
| 30D | -18.4% | -19.3% | +0.9% | -10.7% |
| 3M | -20.4% | -22.3% | +1.9% | -12.1% |
| 6M | -16.0% | -14.6% | -1.4% | -11.3% |
| YTD | +11.8% | +45.8% | -34.0% | -5.3% |
| 1Y | -5.5% | +69.6% | -75.1% | -24.2% |
| All | -5.5% | +57.8% | -63.3% | -24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling