+95.3%
LSCC vs ESI
+78.7%
+16.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -1.7% |
| 7D | +5.0% | -6.6% | +11.6% | +12.0% |
| 30D | -11.7% | -9.8% | -1.9% | -2.2% |
| 3M | -13.3% | -11.9% | -1.4% | -1.6% |
| 6M | -12.5% | -25.1% | +12.6% | +14.5% |
| YTD | +51.2% | +31.9% | +19.3% | +13.6% |
| 1Y | +65.9% | +19.2% | +46.7% | +37.1% |
| 3Y | +95.3% | +76.2% | +19.2% | +8.6% |
| All | +95.3% | +78.7% | +16.7% | +8.6% |
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