+197.0%
EWT vs LSCC
+20.0%
+177.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.0% | -0.1% | +1.3% |
| 7D | +4.0% | +1.3% | +2.7% | +3.6% |
| 30D | +10.3% | -9.7% | +20.0% | +13.2% |
| 3M | +6.1% | -23.7% | +29.8% | +13.2% |
| 6M | +56.6% | +26.5% | +30.1% | +47.3% |
| YTD | +76.6% | +57.5% | +19.1% | +57.2% |
| 1Y | +97.9% | +75.7% | +22.2% | +71.1% |
| All | +197.0% | +20.0% | +177.0% | +157.1% |
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 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