+82.0%
LSCC vs EME
+529.3%
-447.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +0.8% |
| 7D | +1.3% | +1.9% | -0.6% | 0.0% |
| 30D | -9.7% | -8.3% | -1.4% | -4.0% |
| 3M | -23.7% | -10.7% | -13.0% | -17.2% |
| 6M | +26.5% | +1.9% | +24.6% | +25.6% |
| YTD | +57.5% | +23.5% | +34.0% | +37.7% |
| 1Y | +75.7% | +18.0% | +57.7% | +53.7% |
| 3Y | +19.5% | +236.1% | -216.6% | -55.1% |
| All | +82.0% | +529.3% | -447.2% | -63.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling