+126.0%
EWJ vs LSCC
+1,398.6%
-1,272.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +8.4% | -4.8% | +2.2% |
| 7D | -1.5% | +19.3% | -20.8% | -4.6% |
| 30D | -6.5% | -9.6% | +3.1% | -5.3% |
| 3M | -5.6% | -12.4% | +6.8% | -4.1% |
| 6M | -0.3% | -10.5% | +10.2% | +0.1% |
| YTD | +13.9% | +54.8% | -40.9% | +3.5% |
| 1Y | +14.6% | +79.4% | -64.8% | +1.4% |
| 3Y | +66.6% | +109.6% | -43.0% | +37.4% |
| 5Y | +47.7% | +40.4% | +7.3% | +24.1% |
| 10Y | +126.0% | +1,379.1% | -1,253.1% | +27.2% |
| All | +126.0% | +1,398.6% | -1,272.6% | +27.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling