+179.2%
ETN vs LSCC
+85.6%
+93.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.4% | +1.4% | +2.3% |
| 7D | +8.0% | +5.2% | +2.8% | +6.5% |
| 30D | -5.9% | -9.6% | +3.7% | -3.1% |
| 3M | +5.0% | -17.8% | +22.7% | +10.6% |
| 6M | +22.4% | +37.4% | -15.0% | +11.5% |
| YTD | +33.6% | +59.7% | -26.0% | +16.5% |
| 1Y | +22.1% | +76.2% | -54.1% | +3.2% |
| 3Y | +85.6% | +28.2% | +57.4% | +59.2% |
| 5Y | +179.2% | +87.2% | +92.0% | +99.2% |
| All | +179.2% | +85.6% | +93.6% | +99.2% |
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 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