+104.8%
LSCC vs EFV
+91.8%
+13.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.4% | -5.8% | -6.1% |
| 7D | +7.0% | +2.5% | +4.4% | +2.6% |
| 30D | -2.3% | +2.9% | -5.2% | -7.3% |
| 3M | -12.5% | -1.4% | -11.1% | -10.4% |
| 6M | -10.6% | +5.5% | -16.1% | -18.2% |
| YTD | +52.7% | +16.1% | +36.6% | +19.1% |
| 1Y | +74.0% | +20.3% | +53.7% | +27.7% |
| 3Y | +104.8% | +90.4% | +14.4% | -23.9% |
| All | +104.8% | +91.8% | +13.0% | -23.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling