+1,379.1%
LSCC vs EME
+996.0%
+383.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +7.3% | +1.1% | +4.1% |
| 7D | +19.3% | -4.4% | +23.7% | +22.4% |
| 30D | -9.6% | -17.3% | +7.6% | +1.3% |
| 3M | -12.4% | -20.0% | +7.6% | +0.4% |
| 6M | -10.5% | -29.1% | +18.6% | +10.0% |
| YTD | +54.8% | +6.9% | +47.8% | +52.0% |
| 1Y | +79.4% | +0.8% | +78.6% | +81.8% |
| 3Y | +109.6% | +214.4% | -104.8% | +9.7% |
| 5Y | +40.4% | +404.2% | -363.8% | -43.3% |
| 10Y | +1,379.1% | +941.9% | +437.2% | +332.6% |
| All | +1,379.1% | +996.0% | +383.1% | +332.6% |
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