+2,122.9%
LSCC vs ESI
+177.3%
+1,945.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -8.0% | -0.6% | -4.5% |
| 7D | -4.8% | -13.1% | +8.3% | +2.4% |
| 30D | -27.1% | -18.5% | -8.6% | -18.7% |
| 3M | -23.6% | -19.6% | -4.0% | -14.0% |
| 6M | -19.8% | -29.8% | +10.0% | -2.9% |
| YTD | +33.2% | +23.9% | +9.3% | +23.1% |
| 1Y | +55.2% | +15.0% | +40.3% | +48.3% |
| 3Y | +70.1% | +64.3% | +5.8% | +42.9% |
| 5Y | +19.5% | +26.3% | -6.8% | +11.9% |
| 10Y | +1,164.9% | +321.7% | +843.2% | +704.0% |
| All | +2,122.9% | +177.3% | +1,945.6% | +1,678.3% |
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