+164.3%
EWY vs LSCC
+72.9%
+91.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.0% | +2.6% | +3.4% |
| 7D | +4.8% | +1.3% | +3.5% | +4.0% |
| 30D | +11.7% | -9.7% | +21.3% | +18.6% |
| 3M | -7.4% | -23.7% | +16.3% | +8.6% |
| 6M | +40.6% | +26.5% | +14.1% | +31.7% |
| YTD | +94.3% | +57.5% | +36.8% | +68.3% |
| 1Y | +164.3% | +75.7% | +88.6% | +125.0% |
| All | +164.3% | +72.9% | +91.4% | +125.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling