+10,808.2%
LSCC vs ES
+1,243.3%
+9,565.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.2% |
| 7D | +1.3% | +0.3% | +1.0% | +1.2% |
| 30D | -9.7% | -2.0% | -7.7% | -9.1% |
| 3M | -23.7% | +1.7% | -25.4% | -24.6% |
| 6M | +26.5% | -3.5% | +30.0% | +27.2% |
| YTD | +57.5% | +7.9% | +49.6% | +52.0% |
| 1Y | +75.7% | +17.2% | +58.5% | +63.6% |
| 3Y | +19.5% | +29.3% | -9.8% | +4.6% |
| 5Y | +83.8% | -5.7% | +89.5% | +78.0% |
| 10Y | +1,772.4% | +85.2% | +1,687.2% | +1,256.0% |
| All | +10,808.2% | +1,243.3% | +9,565.0% | +3,648.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling