+531.4%
ETN vs LSCC
+1,333.6%
-802.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.4% |
| 7D | -9.3% | +5.0% | -14.3% | -10.6% |
| 30D | -17.3% | -11.7% | -5.6% | -14.5% |
| 3M | -20.1% | -13.3% | -6.8% | -17.1% |
| 6M | -11.3% | -12.5% | +1.2% | -8.5% |
| YTD | +12.5% | +51.2% | -38.7% | -0.7% |
| 1Y | -5.6% | +65.9% | -71.5% | -18.8% |
| 3Y | +65.6% | +95.3% | -29.7% | +28.8% |
| 5Y | +122.4% | +38.6% | +83.8% | +77.3% |
| 10Y | +531.4% | +1,352.3% | -820.9% | +161.4% |
| All | +531.4% | +1,333.6% | -802.2% | +161.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling