+52.2%
EW vs LSCC
+81.4%
-29.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.1% | -5.8% | +0.6% |
| 7D | +11.0% | +13.0% | -2.0% | +9.5% |
| 30D | +19.1% | -19.8% | +38.9% | +21.3% |
| 3M | +14.4% | -18.4% | +32.8% | +16.0% |
| 6M | +22.8% | -16.1% | +38.9% | +22.8% |
| YTD | +19.8% | +42.7% | -22.9% | +11.2% |
| 1Y | +23.9% | +68.0% | -44.1% | +12.6% |
| 3Y | +52.2% | +85.8% | -33.6% | +30.5% |
| All | +52.2% | +81.4% | -29.2% | +30.5% |
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