+82.0%
LSCC vs ESI
+72.3%
+9.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.9% | -0.9% | -0.7% |
| 7D | +1.3% | +3.3% | -2.0% | -1.8% |
| 30D | -9.7% | -5.9% | -3.8% | -4.4% |
| 3M | -23.7% | -14.1% | -9.6% | -12.1% |
| 6M | +26.5% | +6.6% | +19.9% | +17.6% |
| YTD | +57.5% | +45.0% | +12.5% | +7.1% |
| 1Y | +75.7% | +41.5% | +34.2% | +20.8% |
| 3Y | +19.5% | +78.8% | -59.3% | -34.6% |
| All | +82.0% | +72.3% | +9.7% | +5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling