+82.0%
LSCC vs EL
-67.1%
+149.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.0% | -1.0% | +0.6% |
| 7D | +1.3% | +0.8% | +0.5% | +0.9% |
| 30D | -9.7% | +19.8% | -29.5% | -18.2% |
| 3M | -23.7% | +25.7% | -49.4% | -32.8% |
| 6M | +26.5% | +5.4% | +21.0% | +19.5% |
| YTD | +57.5% | +0.2% | +57.3% | +49.4% |
| 1Y | +75.7% | +20.4% | +55.2% | +49.2% |
| 3Y | +19.5% | -32.1% | +51.6% | +28.2% |
| All | +82.0% | -67.1% | +149.2% | +252.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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