+21.6%
EW vs LSCC
-19.6%
+41.2%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -8.6% | +10.1% | +1.2% |
| 7D | +6.8% | -4.8% | +11.6% | +6.5% |
| 30D | +16.6% | -27.1% | +43.7% | +15.0% |
| 3M | +13.3% | -23.6% | +36.9% | +12.3% |
| 6M | +21.6% | -19.8% | +41.4% | +21.0% |
| All | +21.6% | -19.6% | +41.2% | +21.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling