+26.5%
LSCC vs EME
+1.3%
+25.2%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +0.5% |
| 7D | +1.3% | +1.9% | -0.6% | -0.4% |
| 30D | -9.7% | -8.3% | -1.4% | -2.4% |
| 3M | -23.7% | -10.7% | -13.0% | -12.2% |
| 6M | +26.5% | +1.9% | +24.6% | +17.2% |
| All | +26.5% | +1.3% | +25.2% | +17.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling