+2.1%
EWZ vs LSCC
+72.6%
-70.6%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.5% | +6.9% | +2.1% |
| 7D | +0.8% | +7.0% | -6.2% | -0.3% |
| 30D | -24.4% | -2.3% | -22.1% | -24.3% |
| 3M | -4.6% | -12.5% | +7.9% | -3.2% |
| 6M | -11.6% | -10.6% | -1.0% | -12.4% |
| YTD | +2.4% | +52.7% | -50.3% | -9.1% |
| 1Y | +2.1% | +74.0% | -71.9% | -9.4% |
| All | +2.1% | +72.6% | -70.6% | -9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling