+138.5%
EWJ vs LSCC
+1,791.9%
-1,653.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.6% |
| 7D | +2.9% | +5.2% | -2.3% | +2.0% |
| 30D | +1.1% | -9.6% | +10.7% | +2.7% |
| 3M | +7.1% | -17.8% | +24.9% | +10.0% |
| 6M | +16.2% | +37.4% | -21.2% | +9.0% |
| YTD | +22.0% | +59.7% | -37.7% | +11.2% |
| 1Y | +26.2% | +76.2% | -50.0% | +12.7% |
| 3Y | +73.5% | +28.2% | +45.3% | +55.8% |
| 5Y | +52.7% | +87.2% | -34.5% | +23.9% |
| 10Y | +138.5% | +1,795.0% | -1,656.5% | +37.5% |
| All | +138.5% | +1,791.9% | -1,653.5% | +37.5% |
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