+41.6%
EWJ vs LSCC
+26.3%
+15.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.1% | -7.1% | -1.3% |
| 7D | -5.0% | +13.0% | -18.0% | -7.2% |
| 30D | -10.2% | -19.8% | +9.6% | -7.0% |
| 3M | -7.2% | -18.4% | +11.2% | -4.5% |
| 6M | -3.2% | -16.1% | +12.9% | -1.7% |
| YTD | +9.9% | +42.7% | -32.8% | +0.9% |
| 1Y | +11.0% | +68.0% | -57.0% | -1.1% |
| 3Y | +57.3% | +85.8% | -28.5% | +30.8% |
| All | +41.6% | +26.3% | +15.2% | +17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling