+21.2%
LSCC vs ESTC
+25.2%
-4.0%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.5% | +6.5% | +3.0% |
| 7D | +1.3% | -8.1% | +9.4% | +3.0% |
| 30D | -9.7% | +31.7% | -41.4% | -16.5% |
| 3M | -23.7% | +41.1% | -64.8% | -30.8% |
| 6M | +26.5% | +77.1% | -50.6% | +6.7% |
| YTD | +57.5% | +21.7% | +35.8% | +46.4% |
| 1Y | +75.7% | +8.4% | +67.3% | +67.5% |
| All | +21.2% | +25.2% | -4.0% | +9.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling