+432.5%
EWZ vs LSCC
+208.8%
+223.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -1.2% |
| 7D | +6.5% | +1.3% | +5.2% | +6.1% |
| 30D | +4.8% | -9.7% | +14.5% | +7.2% |
| 3M | +9.9% | -23.7% | +33.6% | +15.4% |
| 6M | +1.9% | +26.5% | -24.5% | -6.0% |
| YTD | +20.3% | +57.5% | -37.2% | +4.7% |
| 1Y | +35.6% | +75.7% | -40.1% | +14.0% |
| 3Y | +43.4% | +19.5% | +24.0% | +23.0% |
| 5Y | +55.9% | +83.8% | -27.8% | +11.7% |
| 10Y | +84.2% | +1,772.4% | -1,688.2% | -33.2% |
| All | +432.5% | +208.8% | +223.7% | +55.5% |
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