+495.8%
EWT vs LSCC
+1,791.9%
-1,296.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -1.9% | -0.9% |
| 7D | +1.6% | +5.2% | -3.6% | +0.4% |
| 30D | +8.2% | -9.6% | +17.8% | +10.7% |
| 3M | +11.1% | -17.8% | +28.8% | +15.8% |
| 6M | +60.4% | +37.4% | +23.0% | +48.3% |
| YTD | +75.6% | +59.7% | +15.9% | +56.1% |
| 1Y | +91.3% | +76.2% | +15.1% | +65.6% |
| 3Y | +200.3% | +28.2% | +172.1% | +163.3% |
| 5Y | +156.4% | +87.2% | +69.2% | +97.5% |
| 10Y | +495.8% | +1,795.0% | -1,299.2% | +198.5% |
| All | +495.8% | +1,791.9% | -1,296.2% | +198.5% |
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