+85.6%
ETN vs LSCC
+27.3%
+58.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.4% | +1.4% | +2.3% |
| 7D | +8.0% | +5.2% | +2.8% | +6.3% |
| 30D | -5.9% | -9.6% | +3.7% | -2.9% |
| 3M | +5.0% | -17.8% | +22.7% | +11.0% |
| 6M | +22.4% | +37.4% | -15.0% | +11.3% |
| YTD | +33.6% | +59.7% | -26.0% | +16.1% |
| 1Y | +22.1% | +76.2% | -54.1% | +2.8% |
| 3Y | +85.6% | +28.2% | +57.4% | +62.2% |
| All | +85.6% | +27.3% | +58.3% | +62.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling