+1,763.3%
LSCC vs EFV
+164.4%
+1,599.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.2% |
| 7D | +1.3% | +1.5% | -0.2% | -0.6% |
| 30D | -9.7% | +1.7% | -11.4% | -11.7% |
| 3M | -23.7% | +8.6% | -32.4% | -31.2% |
| 6M | +26.5% | +11.7% | +14.8% | +11.2% |
| YTD | +57.5% | +19.3% | +38.2% | +27.5% |
| 1Y | +75.7% | +30.2% | +45.5% | +27.6% |
| 3Y | +19.5% | +91.6% | -72.1% | -44.7% |
| 5Y | +83.8% | +96.4% | -12.6% | -15.6% |
| All | +1,763.3% | +164.4% | +1,599.0% | +586.9% |
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