+18.2%
EWJ vs LSCC
+57.8%
-39.6%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +1.1% |
| 7D | -1.2% | +3.0% | -4.1% | -1.9% |
| 30D | -5.5% | -19.3% | +13.8% | -1.5% |
| 3M | -0.8% | -22.3% | +21.5% | +3.8% |
| 6M | +7.1% | -14.6% | +21.7% | +8.8% |
| YTD | +16.9% | +45.8% | -28.9% | +6.8% |
| 1Y | +18.2% | +69.6% | -51.4% | +5.4% |
| All | +18.2% | +57.8% | -39.6% | +5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling