+34.8%
LSCC vs ESI
+39.3%
-4.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -1.7% |
| 7D | +5.0% | -6.6% | +11.6% | +12.2% |
| 30D | -11.7% | -9.8% | -1.9% | -1.8% |
| 3M | -13.3% | -11.9% | -1.4% | -1.2% |
| 6M | -12.5% | -25.1% | +12.6% | +15.7% |
| YTD | +51.2% | +31.9% | +19.3% | +12.1% |
| 1Y | +65.9% | +19.2% | +46.7% | +35.4% |
| 3Y | +95.3% | +76.2% | +19.2% | +5.9% |
| All | +34.8% | +39.3% | -4.5% | -6.5% |
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