+129.5%
EW vs LSCC
+1,772.4%
-1,642.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.2% |
| 7D | -0.3% | +1.3% | -1.7% | -0.6% |
| 30D | +1.0% | -9.7% | +10.7% | +2.8% |
| 3M | +2.8% | -23.7% | +26.5% | +6.7% |
| 6M | +5.5% | +26.5% | -21.0% | -2.0% |
| YTD | +5.5% | +57.5% | -52.1% | -6.8% |
| 1Y | +11.0% | +75.7% | -64.6% | -4.8% |
| 3Y | +17.7% | +19.5% | -1.8% | +3.7% |
| 5Y | -25.7% | +83.8% | -109.5% | -44.1% |
| All | +129.5% | +1,772.4% | -1,642.9% | +3.4% |
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 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