+1,795.0%
LSCC vs EME
+1,278.1%
+516.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.5% | -1.1% | -0.1% |
| 7D | +5.2% | +5.2% | 0.0% | +2.2% |
| 30D | -9.6% | -5.4% | -4.3% | -6.7% |
| 3M | -17.8% | -6.1% | -11.7% | -14.6% |
| 6M | +37.4% | +9.7% | +27.8% | +31.6% |
| YTD | +59.7% | +26.6% | +33.1% | +41.5% |
| 1Y | +76.2% | +24.6% | +51.6% | +54.8% |
| 3Y | +28.2% | +249.6% | -221.4% | -37.2% |
| 5Y | +87.2% | +556.6% | -469.3% | -34.0% |
| 10Y | +1,795.0% | +1,286.6% | +508.4% | +397.3% |
| All | +1,795.0% | +1,278.1% | +516.9% | +397.3% |
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