+42.6%
EWZ vs LSCC
+1,155.2%
-1,112.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -8.6% | +7.1% | +0.2% |
| 7D | -4.2% | -4.8% | +0.7% | -3.5% |
| 30D | -26.1% | -27.1% | +1.0% | -21.8% |
| 3M | -12.0% | -23.6% | +11.6% | -8.2% |
| 6M | -19.3% | -19.8% | +0.6% | -17.8% |
| YTD | +0.9% | +33.2% | -32.3% | -8.5% |
| 1Y | +3.4% | +55.2% | -51.9% | -9.5% |
| 3Y | +18.6% | +70.1% | -51.5% | -4.9% |
| 5Y | +56.6% | +19.5% | +37.1% | +27.6% |
| All | +42.6% | +1,155.2% | -1,112.6% | -39.2% |
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