+104.2%
FE vs LSCC
+1,244.7%
-1,140.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.1% | -7.6% | -0.9% |
| 7D | 0.0% | +13.0% | -13.0% | -0.9% |
| 30D | +5.2% | -19.8% | +25.0% | +6.5% |
| 3M | 0.0% | -18.4% | +18.4% | +1.0% |
| 6M | +5.0% | -16.1% | +21.2% | +5.2% |
| YTD | +7.9% | +42.7% | -34.8% | +3.0% |
| 1Y | +6.3% | +68.0% | -61.7% | +0.1% |
| 3Y | +46.0% | +85.8% | -39.8% | +31.8% |
| 5Y | +45.6% | +28.0% | +17.6% | +32.5% |
| All | +104.2% | +1,244.7% | -1,140.5% | +31.1% |
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