+20,672.1%
ETN vs LSCC
+11,171.5%
+9,500.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.9% | -1.0% | +3.1% |
| 7D | +3.5% | +3.3% | +0.2% | +3.0% |
| 30D | -7.5% | -7.4% | -0.2% | -6.3% |
| 3M | +8.3% | -16.2% | +24.5% | +11.5% |
| 6M | +20.2% | +31.9% | -11.7% | +14.3% |
| YTD | +34.7% | +62.8% | -28.1% | +23.3% |
| 1Y | +19.4% | +81.4% | -62.0% | +7.1% |
| 3Y | +85.5% | +33.1% | +52.4% | +68.8% |
| 5Y | +186.6% | +90.8% | +95.8% | +139.1% |
| 10Y | +724.7% | +1,902.7% | -1,178.0% | +358.6% |
| All | +20,672.1% | +11,171.5% | +9,500.6% | +8,071.0% |
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