+85.8%
LSCC vs EME
+191.8%
-105.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.2% | +4.9% | +5.6% |
| 7D | +13.0% | -10.5% | +23.4% | +21.5% |
| 30D | -19.8% | -22.4% | +2.6% | -4.5% |
| 3M | -18.4% | -24.7% | +6.3% | -0.6% |
| 6M | -16.1% | -35.5% | +19.3% | +12.9% |
| YTD | +42.7% | -0.3% | +43.1% | +47.4% |
| 1Y | +68.0% | -6.7% | +74.7% | +80.1% |
| 3Y | +85.8% | +190.6% | -104.8% | -4.2% |
| All | +85.8% | +191.8% | -105.9% | -4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling