+4,316.7%
ETR vs LSCC
+10,808.2%
-6,491.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -0.6% |
| 7D | +1.4% | +1.3% | +0.1% | +1.4% |
| 30D | +1.0% | -9.7% | +10.7% | +1.5% |
| 3M | -1.3% | -23.7% | +22.5% | -0.1% |
| 6M | +1.9% | +26.5% | -24.6% | 0.0% |
| YTD | +18.2% | +57.5% | -39.4% | +14.4% |
| 1Y | +24.7% | +75.7% | -51.0% | +19.8% |
| 3Y | +150.7% | +19.5% | +131.2% | +141.8% |
| 5Y | +127.0% | +83.8% | +43.3% | +110.4% |
| 10Y | +295.5% | +1,772.4% | -1,476.9% | +216.6% |
| All | +4,316.7% | +10,808.2% | -6,491.5% | +2,849.9% |
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