+105.1%
FE vs LSCC
+1,155.2%
-1,050.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -8.6% | +8.4% | +0.4% |
| 7D | +0.6% | -4.8% | +5.4% | +0.8% |
| 30D | +6.4% | -27.1% | +33.5% | +8.5% |
| 3M | -0.5% | -23.6% | +23.1% | +1.0% |
| 6M | +4.7% | -19.8% | +24.6% | +5.2% |
| YTD | +8.4% | +33.2% | -24.9% | +4.0% |
| 1Y | +7.2% | +55.2% | -48.0% | +1.5% |
| 3Y | +44.9% | +70.1% | -25.2% | +31.7% |
| 5Y | +46.3% | +19.5% | +26.8% | +33.7% |
| All | +105.1% | +1,155.2% | -1,050.1% | +32.3% |
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