+155.6%
EWJ vs LSCC
+1,491.8%
-1,336.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.6% | +0.1% |
| 7D | +2.5% | +1.3% | +1.2% | +2.3% |
| 30D | +3.3% | -9.7% | +13.0% | +4.8% |
| 3M | +5.0% | -23.7% | +28.7% | +8.6% |
| 6M | +11.5% | +26.5% | -14.9% | +6.6% |
| YTD | +22.4% | +57.5% | -35.1% | +12.9% |
| 1Y | +30.2% | +75.7% | -45.5% | +17.7% |
| 3Y | +72.8% | +19.5% | +53.4% | +58.8% |
| 5Y | +54.1% | +83.8% | -29.6% | +29.0% |
| 10Y | +140.6% | +1,772.4% | -1,631.8% | +36.5% |
| All | +155.6% | +1,491.8% | -1,336.2% | +16.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling