+266.6%
EW vs LSCC
+1,435.5%
-1,169.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +0.6% |
| 7D | +4.9% | +21.2% | -16.3% | +1.1% |
| 30D | +24.1% | -1.9% | +26.0% | +23.6% |
| 3M | +13.7% | -8.1% | +21.8% | +14.0% |
| 6M | +32.7% | -5.2% | +37.9% | +30.2% |
| YTD | +24.1% | +61.5% | -37.4% | +7.9% |
| 1Y | +23.6% | +81.3% | -57.7% | +4.7% |
| 3Y | +64.8% | +108.7% | -43.9% | +26.7% |
| 5Y | -8.8% | +44.1% | -52.9% | -28.2% |
| All | +266.6% | +1,435.5% | -1,169.0% | +75.7% |
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