+40.8%
ETSY vs LSCC
+99.6%
-58.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.5% | +6.3% | +1.5% |
| 7D | -1.0% | +7.0% | -8.0% | -2.0% |
| 30D | +7.3% | -2.3% | +9.6% | +7.1% |
| 3M | +10.3% | -12.5% | +22.8% | +11.2% |
| 6M | +55.1% | -10.6% | +65.6% | +53.7% |
| YTD | +60.5% | +52.7% | +7.8% | +41.5% |
| 1Y | +52.2% | +74.0% | -21.8% | +30.2% |
| 3Y | +40.8% | +104.8% | -64.0% | -8.4% |
| All | +40.8% | +99.6% | -58.8% | -8.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling