+366.9%
ETR vs LSCC
+1,398.6%
-1,031.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +8.4% | -7.3% | +0.5% |
| 7D | +1.7% | +19.3% | -17.6% | +0.4% |
| 30D | +8.7% | -9.6% | +18.4% | +9.3% |
| 3M | +4.9% | -12.4% | +17.3% | +5.5% |
| 6M | +0.8% | -10.5% | +11.2% | +0.7% |
| YTD | +23.1% | +54.8% | -31.6% | +17.5% |
| 1Y | +17.9% | +79.4% | -61.5% | +11.2% |
| 3Y | +154.5% | +109.6% | +44.9% | +130.3% |
| 5Y | +160.3% | +40.4% | +119.9% | +137.8% |
| 10Y | +366.9% | +1,379.1% | -1,012.1% | +222.7% |
| All | +366.9% | +1,398.6% | -1,031.6% | +222.7% |
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