+56.6%
EWZ vs LSCC
+18.7%
+37.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -8.6% | +7.1% | -0.4% |
| 7D | -4.2% | -4.8% | +0.7% | -3.7% |
| 30D | -26.1% | -27.1% | +1.0% | -23.2% |
| 3M | -12.0% | -23.6% | +11.6% | -9.4% |
| 6M | -19.3% | -19.8% | +0.6% | -18.2% |
| YTD | +0.9% | +33.2% | -32.3% | -5.0% |
| 1Y | +3.4% | +55.2% | -51.9% | -4.8% |
| 3Y | +18.6% | +70.1% | -51.5% | +3.8% |
| 5Y | +56.6% | +19.5% | +37.1% | +35.2% |
| All | +56.6% | +18.7% | +37.9% | +35.2% |
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 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