+98.5%
EWY vs LSCC
+33.9%
+64.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.5% | +3.7% | +0.1% |
| 7D | +4.2% | +7.0% | -2.8% | +1.8% |
| 30D | -10.7% | -2.3% | -8.4% | -10.2% |
| 3M | -20.1% | -12.5% | -7.5% | -16.7% |
| 6M | -24.3% | -10.6% | -13.7% | -20.7% |
| YTD | +46.9% | +52.7% | -5.8% | +34.0% |
| 1Y | +55.2% | +74.0% | -18.8% | +37.1% |
| 3Y | +157.0% | +104.8% | +52.2% | +104.6% |
| All | +98.5% | +33.9% | +64.6% | +58.1% |
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 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