+293.2%
EWY vs LSCC
+1,791.9%
-1,498.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.2% |
| 7D | +8.0% | +5.2% | +2.8% | +6.5% |
| 30D | +14.3% | -9.6% | +24.0% | +17.7% |
| 3M | +2.3% | -17.8% | +20.1% | +8.6% |
| 6M | +49.9% | +37.4% | +12.4% | +40.5% |
| YTD | +95.3% | +59.7% | +35.7% | +76.1% |
| 1Y | +161.7% | +76.2% | +85.5% | +129.5% |
| 3Y | +230.2% | +28.2% | +202.0% | +193.5% |
| 5Y | +148.1% | +87.2% | +60.9% | +90.4% |
| 10Y | +293.2% | +1,795.0% | -1,501.8% | +80.0% |
| All | +293.2% | +1,791.9% | -1,498.8% | +80.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling