+1,236.8%
EWY vs LSCC
+292.9%
+943.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.0% | +2.6% | +4.1% |
| 7D | +4.8% | +1.3% | +3.5% | +4.5% |
| 30D | +11.7% | -9.7% | +21.3% | +14.7% |
| 3M | -7.4% | -23.7% | +16.3% | +0.3% |
| 6M | +40.6% | +26.5% | +14.1% | +33.8% |
| YTD | +94.3% | +57.5% | +36.8% | +74.4% |
| 1Y | +164.3% | +75.7% | +88.6% | +129.7% |
| 3Y | +221.0% | +19.5% | +201.5% | +187.3% |
| 5Y | +139.1% | +83.8% | +55.4% | +82.3% |
| 10Y | +298.8% | +1,772.4% | -1,473.6% | +53.0% |
| All | +1,236.8% | +292.9% | +943.9% | +294.9% |
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