+2,329.8%
LSCC vs EFV
+258.8%
+2,070.9%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.1% |
| 7D | +1.3% | +1.5% | -0.2% | -0.3% |
| 30D | -9.7% | +1.7% | -11.4% | -11.4% |
| 3M | -23.7% | +8.6% | -32.4% | -30.0% |
| 6M | +26.5% | +11.7% | +14.8% | +13.6% |
| YTD | +57.5% | +19.3% | +38.2% | +31.9% |
| 1Y | +75.7% | +30.2% | +45.5% | +34.1% |
| 3Y | +19.5% | +91.6% | -72.1% | -38.2% |
| 5Y | +83.8% | +96.4% | -12.6% | -4.3% |
| 10Y | +1,772.4% | +166.5% | +1,605.9% | +618.3% |
| All | +2,329.8% | +258.8% | +2,070.9% | +537.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling