+25.5%
LSCC vs EL
-66.1%
+91.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.2% | +4.9% | +6.1% |
| 7D | +13.0% | +0.8% | +12.2% | +12.6% |
| 30D | -19.8% | +16.5% | -36.4% | -25.8% |
| 3M | -18.4% | +29.2% | -47.6% | -29.3% |
| 6M | -16.1% | +27.9% | -44.0% | -27.8% |
| YTD | +42.7% | +6.2% | +36.5% | +30.7% |
| 1Y | +68.0% | +27.2% | +40.8% | +39.2% |
| 3Y | +85.8% | +3.2% | +82.6% | +50.8% |
| All | +25.5% | -66.1% | +91.6% | +142.2% |
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