+2,528.1%
LSCC vs ESI
+224.6%
+2,303.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.9% | -0.9% | +0.5% |
| 7D | +1.3% | +3.3% | -2.0% | -0.3% |
| 30D | -9.7% | -5.9% | -3.8% | -6.8% |
| 3M | -23.7% | -14.1% | -9.6% | -17.2% |
| 6M | +26.5% | +6.6% | +19.9% | +24.1% |
| YTD | +57.5% | +45.0% | +12.5% | +33.3% |
| 1Y | +75.7% | +41.5% | +34.2% | +50.2% |
| 3Y | +19.5% | +78.8% | -59.3% | -5.3% |
| 5Y | +83.8% | +70.9% | +12.9% | +50.6% |
| 10Y | +1,772.4% | +317.1% | +1,455.3% | +1,026.8% |
| All | +2,528.1% | +224.6% | +2,303.5% | +1,826.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling