+35.1%
LSCC vs EFV
+93.2%
-58.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.4% | -5.8% | -6.1% |
| 7D | +7.0% | +2.5% | +4.4% | +2.8% |
| 30D | -2.3% | +2.9% | -5.2% | -7.0% |
| 3M | -12.5% | -1.4% | -11.1% | -10.6% |
| 6M | -10.6% | +5.5% | -16.1% | -17.7% |
| YTD | +52.7% | +16.1% | +36.6% | +21.2% |
| 1Y | +74.0% | +20.3% | +53.7% | +30.4% |
| 3Y | +104.8% | +90.4% | +14.4% | -24.7% |
| All | +35.1% | +93.2% | -58.1% | -50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling