+1,486.2%
LSCC vs ESI
+330.3%
+1,155.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +4.0% | +6.4% | +7.6% |
| 7D | +14.5% | +1.8% | +12.6% | +13.6% |
| 30D | -0.1% | -6.6% | +6.5% | +5.7% |
| 3M | -2.7% | -9.4% | +6.7% | +5.4% |
| 6M | -4.8% | -24.1% | +19.3% | +16.4% |
| YTD | +66.9% | +37.1% | +29.7% | +37.7% |
| 1Y | +85.8% | +24.5% | +61.3% | +62.8% |
| 3Y | +115.6% | +83.2% | +32.4% | +53.0% |
| 5Y | +48.8% | +44.0% | +4.9% | +21.0% |
| All | +1,486.2% | +330.3% | +1,155.9% | +735.0% |
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