+1,329.2%
LSCC vs ESTC
+24.7%
+1,304.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.1% | +10.3% | +10.3% |
| 7D | +14.5% | -2.6% | +17.1% | +15.8% |
| 30D | -0.1% | -8.6% | +8.5% | +3.1% |
| 3M | -2.7% | +14.4% | -17.0% | -9.7% |
| 6M | -4.8% | +73.3% | -78.1% | -25.6% |
| YTD | +66.9% | +15.7% | +51.1% | +47.9% |
| 1Y | +85.8% | -7.6% | +93.4% | +78.4% |
| 3Y | +115.6% | +14.6% | +101.0% | +71.7% |
| 5Y | +48.8% | -50.0% | +98.8% | +50.4% |
| All | +1,329.2% | +24.7% | +1,304.5% | +792.7% |
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