+653.5%
ETSY vs LSCC
+1,333.6%
-680.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.1% | -1.5% |
| 7D | -3.7% | +5.0% | -8.8% | -5.5% |
| 30D | +12.8% | -11.7% | +24.5% | +15.6% |
| 3M | +7.6% | -13.3% | +20.9% | +9.5% |
| 6M | +34.4% | -12.5% | +46.9% | +32.5% |
| YTD | +56.0% | +51.2% | +4.8% | +21.9% |
| 1Y | +43.6% | +65.9% | -22.3% | +7.9% |
| 3Y | +36.8% | +95.3% | -58.6% | -14.7% |
| 5Y | -65.2% | +38.6% | -103.8% | -76.5% |
| 10Y | +653.5% | +1,352.3% | -698.9% | +139.2% |
| All | +653.5% | +1,333.6% | -680.1% | +139.2% |
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 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