+452.2%
EWT vs LSCC
+164.2%
+288.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +7.1% | -3.2% | +2.2% |
| 7D | -11.7% | +13.0% | -24.7% | -14.3% |
| 30D | -23.2% | -19.8% | -3.4% | -19.4% |
| 3M | -12.5% | -18.4% | +5.9% | -8.8% |
| 6M | -5.9% | -16.1% | +10.2% | -3.0% |
| YTD | +40.5% | +42.7% | -2.3% | +27.1% |
| 1Y | +43.7% | +68.0% | -24.3% | +25.0% |
| 3Y | +136.6% | +85.8% | +50.8% | +90.6% |
| 5Y | +105.1% | +28.0% | +77.0% | +70.8% |
| 10Y | +387.0% | +1,255.1% | -868.1% | +116.8% |
| All | +452.2% | +164.2% | +288.0% | +83.5% |
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 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