+1,263.9%
LSCC vs EFV
+158.2%
+1,105.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.4% | +8.5% | +9.0% |
| 7D | +13.0% | -0.7% | +13.6% | +13.8% |
| 30D | -19.8% | +0.9% | -20.7% | -20.9% |
| 3M | -18.4% | -3.6% | -14.8% | -14.6% |
| 6M | -16.1% | +2.5% | -18.6% | -18.3% |
| YTD | +42.7% | +13.2% | +29.5% | +23.4% |
| 1Y | +68.0% | +20.3% | +47.7% | +34.5% |
| 3Y | +85.8% | +84.9% | +0.9% | -10.3% |
| 5Y | +28.0% | +87.7% | -59.7% | -37.9% |
| All | +1,263.9% | +158.2% | +1,105.7% | +455.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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