+1,195.1%
LSCC vs ESTC
+24.6%
+1,170.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.3% | +1.0% | -1.1% |
| 7D | +5.0% | -3.6% | +8.6% | +6.6% |
| 30D | -11.7% | -11.2% | -0.6% | -8.0% |
| 3M | -13.3% | +14.3% | -27.6% | -19.5% |
| 6M | -12.5% | +67.0% | -79.5% | -30.7% |
| YTD | +51.2% | +15.7% | +35.5% | +34.0% |
| 1Y | +65.9% | -6.3% | +72.1% | +58.3% |
| 3Y | +95.3% | +14.5% | +80.8% | +55.7% |
| 5Y | +38.6% | -49.9% | +88.5% | +39.9% |
| All | +1,195.1% | +24.6% | +1,170.5% | +709.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 10y: compounded portfolio wealth divided by compounded ESTC 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…
10y analysis · Full analysis span regression · 6 months rolling