+13.1%
EWJ vs LSCC
+77.3%
-64.2%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | 0.0% |
| 7D | +3.6% | +21.2% | -17.6% | -0.7% |
| 30D | -6.0% | -1.9% | -4.1% | -6.1% |
| 3M | -6.5% | -8.1% | +1.6% | -5.6% |
| 6M | -0.1% | -5.2% | +5.1% | -0.8% |
| YTD | +13.9% | +61.5% | -47.6% | +1.2% |
| 1Y | +13.1% | +81.3% | -68.2% | -1.8% |
| All | +13.1% | +77.3% | -64.2% | -1.8% |
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