+18.1%
EW vs LSCC
+57.8%
-39.7%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.3% | +3.1% | +4.3% |
| 7D | +8.3% | +3.0% | +5.3% | +8.0% |
| 30D | +13.9% | -19.3% | +33.2% | +15.2% |
| 3M | +10.9% | -22.3% | +33.2% | +12.6% |
| 6M | +19.2% | -14.6% | +33.8% | +17.9% |
| YTD | +16.6% | +45.8% | -29.2% | +4.8% |
| 1Y | +18.1% | +69.6% | -51.5% | +4.9% |
| All | +18.1% | +57.8% | -39.7% | +4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling