+1,763.3%
LSCC vs ESI
+314.4%
+1,448.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.9% | -0.9% | +0.1% |
| 7D | +1.3% | +3.3% | -2.0% | -0.8% |
| 30D | -9.7% | -5.9% | -3.8% | -5.9% |
| 3M | -23.7% | -14.1% | -9.6% | -15.3% |
| 6M | +26.5% | +6.6% | +19.9% | +22.4% |
| YTD | +57.5% | +45.0% | +12.5% | +24.7% |
| 1Y | +75.7% | +41.5% | +34.2% | +40.7% |
| 3Y | +19.5% | +78.8% | -59.3% | -14.5% |
| 5Y | +83.8% | +70.9% | +12.9% | +36.5% |
| All | +1,763.3% | +314.4% | +1,448.9% | +806.4% |
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