+1,486.2%
LSCC vs EME
+916.4%
+569.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +3.3% | +7.0% | +8.4% |
| 7D | +14.5% | +4.3% | +10.2% | +12.1% |
| 30D | -0.1% | -14.4% | +14.3% | +10.0% |
| 3M | -2.7% | -18.3% | +15.7% | +10.3% |
| 6M | -4.8% | -28.3% | +23.5% | +16.3% |
| YTD | +66.9% | +9.2% | +57.6% | +62.0% |
| 1Y | +85.8% | +4.3% | +81.6% | +84.9% |
| 3Y | +115.6% | +218.6% | -103.1% | +11.8% |
| 5Y | +48.8% | +421.0% | -372.2% | -41.0% |
| All | +1,486.2% | +916.4% | +569.8% | +368.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling