+1,379.1%
LSCC vs ESI
+323.5%
+1,055.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +5.1% | +3.3% | +4.9% |
| 7D | +19.3% | -3.5% | +22.8% | +22.6% |
| 30D | -9.6% | -9.3% | -0.4% | -2.7% |
| 3M | -12.4% | -12.8% | +0.4% | -2.8% |
| 6M | -10.5% | -24.6% | +14.2% | +9.8% |
| YTD | +54.8% | +32.7% | +22.0% | +30.4% |
| 1Y | +79.4% | +20.3% | +59.1% | +60.7% |
| 3Y | +109.6% | +80.2% | +29.4% | +50.6% |
| 5Y | +40.4% | +40.0% | +0.4% | +16.3% |
| 10Y | +1,379.1% | +310.8% | +1,068.3% | +692.9% |
| All | +1,379.1% | +323.5% | +1,055.6% | +692.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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