+43.6%
EWZ vs LSCC
+1,244.7%
-1,201.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.1% | -6.4% | -0.7% |
| 7D | -1.5% | +13.0% | -14.4% | -4.1% |
| 30D | -24.5% | -19.8% | -4.7% | -21.6% |
| 3M | -10.7% | -18.4% | +7.7% | -8.0% |
| 6M | -19.1% | -16.1% | -3.0% | -18.3% |
| YTD | +1.6% | +42.7% | -41.1% | -9.2% |
| 1Y | +4.3% | +68.0% | -63.7% | -10.2% |
| 3Y | +19.0% | +85.8% | -66.9% | -6.4% |
| 5Y | +57.7% | +28.0% | +29.6% | +26.6% |
| All | +43.6% | +1,244.7% | -1,201.1% | -39.6% |
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