+6,438.2%
EW vs LSCC
+212.2%
+6,226.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.1% |
| 7D | -0.3% | +1.3% | -1.7% | -0.5% |
| 30D | +1.0% | -9.7% | +10.7% | +2.3% |
| 3M | +2.8% | -23.7% | +26.5% | +5.6% |
| 6M | +5.5% | +26.5% | -21.0% | +0.5% |
| YTD | +5.5% | +57.5% | -52.1% | -2.9% |
| 1Y | +11.0% | +75.7% | -64.6% | +0.2% |
| 3Y | +17.7% | +19.5% | -1.8% | +7.8% |
| 5Y | -25.7% | +83.8% | -109.5% | -37.5% |
| 10Y | +132.8% | +1,772.4% | -1,639.6% | +42.2% |
| All | +6,438.2% | +212.2% | +6,226.0% | +3,487.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling