+44.1%
LSCC vs ESTC
-49.1%
+93.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.0% | -5.2% | -3.9% |
| 7D | +21.2% | +5.8% | +15.5% | +19.1% |
| 30D | -1.9% | -5.6% | +3.7% | -0.1% |
| 3M | -8.1% | +15.4% | -23.5% | -14.7% |
| 6M | -5.2% | +77.8% | -83.0% | -26.1% |
| YTD | +61.5% | +18.1% | +43.5% | +43.2% |
| 1Y | +81.3% | -3.7% | +85.0% | +72.8% |
| 3Y | +108.7% | +16.9% | +91.8% | +64.4% |
| 5Y | +44.1% | -51.2% | +95.4% | +34.4% |
| All | +44.1% | -49.1% | +93.2% | +34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling