+1,379.1%
LSCC vs EFV
+165.2%
+1,213.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +2.7% | +5.7% | +4.9% |
| 7D | +19.3% | +1.7% | +17.6% | +16.6% |
| 30D | -9.6% | +3.4% | -13.1% | -13.6% |
| 3M | -12.4% | -1.7% | -10.7% | -10.5% |
| 6M | -10.5% | +6.4% | -16.9% | -16.8% |
| YTD | +54.8% | +16.3% | +38.5% | +29.4% |
| 1Y | +79.4% | +22.9% | +56.5% | +39.8% |
| 3Y | +109.6% | +92.8% | +16.8% | -4.0% |
| 5Y | +40.4% | +93.5% | -53.1% | -34.5% |
| 10Y | +1,379.1% | +162.1% | +1,217.0% | +482.2% |
| All | +1,379.1% | +165.2% | +1,213.9% | +482.2% |
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