+1,219.9%
LSCC vs EL
+1,685.7%
-465.9%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.0% | -1.0% | +0.7% |
| 7D | +1.3% | +0.8% | +0.5% | +1.0% |
| 30D | -9.7% | +19.8% | -29.5% | -17.8% |
| 3M | -23.7% | +25.7% | -49.4% | -32.3% |
| 6M | +26.5% | +5.4% | +21.0% | +19.5% |
| YTD | +57.5% | +0.2% | +57.3% | +49.8% |
| 1Y | +75.7% | +20.4% | +55.2% | +52.4% |
| 3Y | +19.5% | -32.1% | +51.6% | +24.7% |
| 5Y | +83.8% | -67.2% | +150.9% | +169.7% |
| 10Y | +1,772.4% | +31.7% | +1,740.6% | +1,403.0% |
| All | +1,219.9% | +1,685.7% | -465.9% | +313.2% |
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 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