+7,232.4%
EW vs LSCC
+164.1%
+7,068.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -8.6% | +10.1% | +2.6% |
| 7D | +6.8% | -4.8% | +11.6% | +7.3% |
| 30D | +16.6% | -27.1% | +43.7% | +21.1% |
| 3M | +13.3% | -23.6% | +36.9% | +16.5% |
| 6M | +21.6% | -19.8% | +41.4% | +22.8% |
| YTD | +18.3% | +33.2% | -15.0% | +10.6% |
| 1Y | +21.7% | +55.2% | -33.5% | +11.3% |
| 3Y | +50.3% | +70.1% | -19.8% | +30.6% |
| 5Y | -15.0% | +19.5% | -34.5% | -24.8% |
| 10Y | +237.5% | +1,164.9% | -927.4% | +115.0% |
| All | +7,232.4% | +164.1% | +7,068.3% | +3,985.9% |
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