+76.2%
LSCC vs EME
+22.9%
+53.4%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.5% | -1.1% | -0.4% |
| 7D | +5.2% | +5.2% | 0.0% | +1.5% |
| 30D | -9.6% | -5.4% | -4.3% | -6.0% |
| 3M | -17.8% | -6.1% | -11.7% | -13.7% |
| 6M | +37.4% | +9.7% | +27.8% | +31.7% |
| YTD | +59.7% | +26.6% | +33.1% | +45.7% |
| 1Y | +76.2% | +24.6% | +51.6% | +46.7% |
| All | +76.2% | +22.9% | +53.4% | +46.7% |
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