+69.6%
LSCC vs EME
-3.1%
+72.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -9.6% | +10.9% | +9.4% |
| 7D | +3.0% | -5.8% | +8.7% | +7.5% |
| 30D | -19.3% | -17.9% | -1.4% | -5.0% |
| 3M | -22.3% | -22.0% | -0.3% | -4.2% |
| 6M | -14.6% | -29.7% | +15.1% | +16.2% |
| YTD | +45.8% | +4.7% | +41.0% | +46.8% |
| 1Y | +69.6% | -2.1% | +71.7% | +78.8% |
| All | +69.6% | -3.1% | +72.7% | +78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 1y: compounded portfolio wealth divided by compounded EME 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…
1y analysis · Full analysis span regression · 6 months rolling