+52.5%
EWJ vs LSCC
+82.7%
-30.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.6% | 0.0% |
| 7D | +2.5% | +1.3% | +1.2% | +2.3% |
| 30D | +3.3% | -9.7% | +13.0% | +5.1% |
| 3M | +5.0% | -23.7% | +28.7% | +9.3% |
| 6M | +11.5% | +26.5% | -14.9% | +5.7% |
| YTD | +22.4% | +57.5% | -35.1% | +11.1% |
| 1Y | +30.2% | +75.7% | -45.5% | +15.4% |
| 3Y | +72.8% | +19.5% | +53.4% | +56.4% |
| All | +52.5% | +82.7% | -30.2% | +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