+85.8%
LSCC vs ESI
+67.9%
+17.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.9% | +5.2% | +5.3% |
| 7D | +13.0% | -8.5% | +21.5% | +22.8% |
| 30D | -19.8% | -15.7% | -4.2% | -5.5% |
| 3M | -18.4% | -18.2% | -0.2% | -0.9% |
| 6M | -16.1% | -28.8% | +12.7% | +15.1% |
| YTD | +42.7% | +26.3% | +16.5% | +11.4% |
| 1Y | +68.0% | +18.2% | +49.8% | +39.1% |
| 3Y | +85.8% | +68.1% | +17.7% | +6.6% |
| All | +85.8% | +67.9% | +17.9% | +6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling