+19.5%
LSCC vs EL
-65.9%
+85.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -3.9% | -4.7% | -6.8% |
| 7D | -4.8% | -1.1% | -3.8% | -4.4% |
| 30D | -27.1% | +15.3% | -42.4% | -32.3% |
| 3M | -23.6% | +24.2% | -47.8% | -32.6% |
| 6M | -19.8% | +30.9% | -50.7% | -31.9% |
| YTD | +33.2% | +3.9% | +29.4% | +23.2% |
| 1Y | +55.2% | +19.9% | +35.4% | +32.5% |
| 3Y | +70.1% | +2.5% | +67.6% | +37.9% |
| 5Y | +19.5% | -66.7% | +86.3% | +132.5% |
| All | +19.5% | -65.9% | +85.4% | +132.5% |
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