+1,147.2%
LSCC vs ES
+91.2%
+1,056.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +2.1% | -10.7% | -9.1% |
| 7D | -4.8% | +5.9% | -10.7% | -6.2% |
| 30D | -27.1% | +10.2% | -37.3% | -29.0% |
| 3M | -23.6% | +0.4% | -24.0% | -23.9% |
| 6M | -19.8% | +6.9% | -26.7% | -21.8% |
| YTD | +33.2% | +10.5% | +22.7% | +28.5% |
| 1Y | +55.2% | +3.2% | +52.0% | +51.9% |
| 3Y | +70.1% | +49.0% | +21.1% | +45.9% |
| 5Y | +19.5% | +4.5% | +15.1% | +13.8% |
| All | +1,147.2% | +91.2% | +1,056.0% | +1,012.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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