+1,751.4%
LSCC vs EAT
+390.6%
+1,360.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.8% |
| 7D | +1.3% | 0.0% | +1.3% | +1.3% |
| 30D | -9.7% | +1.9% | -11.6% | -10.4% |
| 3M | -23.7% | +68.7% | -92.4% | -34.2% |
| 6M | +26.5% | +66.9% | -40.4% | +8.7% |
| YTD | +57.5% | +60.4% | -2.9% | +36.5% |
| 1Y | +75.7% | +44.0% | +31.7% | +54.8% |
| 3Y | +19.5% | +604.7% | -585.2% | -32.6% |
| 5Y | +83.8% | +347.0% | -263.3% | +11.1% |
| All | +1,751.4% | +390.6% | +1,360.9% | +911.2% |
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