+136.6%
EWT vs LSCC
+81.4%
+55.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +7.1% | -3.2% | +1.8% |
| 7D | -11.7% | +13.0% | -24.7% | -14.8% |
| 30D | -23.2% | -19.8% | -3.4% | -18.6% |
| 3M | -12.5% | -18.4% | +5.9% | -8.0% |
| 6M | -5.9% | -16.1% | +10.2% | -2.1% |
| YTD | +40.5% | +42.7% | -2.3% | +27.2% |
| 1Y | +43.7% | +68.0% | -24.3% | +25.0% |
| 3Y | +136.6% | +85.8% | +50.8% | +90.0% |
| All | +136.6% | +81.4% | +55.3% | +90.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling