+38.6%
LSCC vs ES
+1.9%
+36.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.3% |
| 7D | +5.0% | +0.9% | +4.2% | +4.8% |
| 30D | -11.7% | +5.9% | -17.7% | -12.6% |
| 3M | -13.3% | -1.0% | -12.3% | -13.3% |
| 6M | -12.5% | +7.2% | -19.7% | -14.2% |
| YTD | +51.2% | +7.0% | +44.2% | +48.1% |
| 1Y | +65.9% | +0.5% | +65.4% | +63.9% |
| 3Y | +95.3% | +48.7% | +46.7% | +71.2% |
| 5Y | +38.6% | +1.9% | +36.7% | +33.5% |
| All | +38.6% | +1.9% | +36.7% | +33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling