+85.8%
LSCC vs ES
+46.3%
+39.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.9% | +10.0% | +7.1% |
| 7D | +13.0% | +1.9% | +11.1% | +12.9% |
| 30D | -19.8% | +7.1% | -26.9% | -20.0% |
| 3M | -18.4% | -1.9% | -16.5% | -18.2% |
| 6M | -16.1% | +4.4% | -20.5% | -16.7% |
| YTD | +42.7% | +7.3% | +35.4% | +41.0% |
| 1Y | +68.0% | +2.1% | +65.9% | +66.3% |
| 3Y | +85.8% | +41.8% | +44.0% | +64.6% |
| All | +85.8% | +46.3% | +39.5% | +64.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling