+1,351.6%
LSCC vs EAT
+320.8%
+1,030.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.4% | -5.8% | -5.6% |
| 7D | +7.0% | -4.0% | +11.0% | +8.1% |
| 30D | -2.3% | -2.9% | +0.6% | -1.9% |
| 3M | -12.5% | -16.9% | +4.4% | -9.0% |
| 6M | -10.6% | +57.0% | -67.5% | -22.1% |
| YTD | +52.7% | +38.2% | +14.5% | +36.6% |
| 1Y | +74.0% | +69.3% | +4.7% | +46.8% |
| 3Y | +104.8% | +483.0% | -378.2% | +20.9% |
| 5Y | +36.2% | +364.1% | -327.9% | -17.9% |
| All | +1,351.6% | +320.8% | +1,030.8% | +701.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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