+235.5%
EW vs LSCC
+1,244.7%
-1,009.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.1% | -5.8% | 0.0% |
| 7D | +11.0% | +13.0% | -2.0% | +8.3% |
| 30D | +19.1% | -19.8% | +38.9% | +23.3% |
| 3M | +14.4% | -18.4% | +32.8% | +17.3% |
| 6M | +22.8% | -16.1% | +38.9% | +23.1% |
| YTD | +19.8% | +42.7% | -22.9% | +6.7% |
| 1Y | +23.9% | +68.0% | -44.1% | +6.4% |
| 3Y | +52.2% | +85.8% | -33.6% | +19.7% |
| 5Y | -13.9% | +28.0% | -42.0% | -30.7% |
| All | +235.5% | +1,244.7% | -1,009.2% | +54.6% |
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