+48.8%
LSCC vs EL
-64.9%
+113.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -1.0% | +11.3% | +10.8% |
| 7D | +14.5% | +0.3% | +14.2% | +14.5% |
| 30D | -0.1% | +12.3% | -12.3% | -5.8% |
| 3M | -2.7% | +28.4% | -31.1% | -15.3% |
| 6M | -4.8% | +36.7% | -41.5% | -20.7% |
| YTD | +66.9% | +8.4% | +58.5% | +51.4% |
| 1Y | +85.8% | +25.4% | +60.4% | +55.5% |
| 3Y | +115.6% | +3.4% | +112.1% | +75.8% |
| 5Y | +48.8% | -64.8% | +113.6% | +180.3% |
| All | +48.8% | -64.9% | +113.7% | +180.3% |
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