+121.2%
FE vs LSCC
+1,486.2%
-1,365.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +10.4% | -10.2% | -0.6% |
| 7D | -0.4% | +14.5% | -14.9% | -1.4% |
| 30D | +3.6% | -0.1% | +3.7% | +3.3% |
| 3M | +0.3% | -2.7% | +3.0% | +0.1% |
| 6M | +6.4% | -4.8% | +11.2% | +5.7% |
| YTD | +8.1% | +66.9% | -58.7% | +2.2% |
| 1Y | +4.6% | +85.8% | -81.2% | -2.1% |
| 3Y | +49.1% | +115.6% | -66.5% | +33.3% |
| 5Y | +46.1% | +48.8% | -2.7% | +31.7% |
| All | +121.2% | +1,486.2% | -1,365.0% | +45.4% |
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 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