+1,016.4%
LSCC vs EL
+1,750.9%
-734.5%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -3.9% | -4.7% | -6.9% |
| 7D | -4.8% | -1.1% | -3.8% | -4.4% |
| 30D | -27.1% | +15.3% | -42.4% | -32.1% |
| 3M | -23.6% | +24.2% | -47.8% | -32.2% |
| 6M | -19.8% | +30.9% | -50.7% | -31.3% |
| YTD | +33.2% | +3.9% | +29.4% | +23.6% |
| 1Y | +55.2% | +19.9% | +35.4% | +34.6% |
| 3Y | +70.1% | +2.5% | +67.6% | +47.6% |
| 5Y | +19.5% | -66.7% | +86.3% | +72.9% |
| 10Y | +1,164.9% | +54.9% | +1,110.0% | +843.3% |
| All | +1,016.4% | +1,750.9% | -734.5% | +240.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling