+119.0%
EWT vs LSCC
+33.9%
+85.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.5% | +5.6% | +1.7% |
| 7D | +9.1% | +7.0% | +2.1% | +7.1% |
| 30D | -12.2% | -2.3% | -9.9% | -12.0% |
| 3M | -9.4% | -12.5% | +3.1% | -6.9% |
| 6M | +2.7% | -10.6% | +13.2% | +4.6% |
| YTD | +53.3% | +52.7% | +0.6% | +35.6% |
| 1Y | +59.2% | +74.0% | -14.8% | +36.2% |
| 3Y | +157.1% | +104.8% | +52.3% | +98.7% |
| All | +119.0% | +33.9% | +85.1% | +70.3% |
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