+82.0%
LSCC vs ESTC
-46.4%
+128.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.5% | +6.5% | +3.5% |
| 7D | +1.3% | -8.1% | +9.4% | +4.0% |
| 30D | -9.7% | +31.7% | -41.4% | -19.8% |
| 3M | -23.7% | +41.1% | -64.8% | -34.3% |
| 6M | +26.5% | +77.1% | -50.6% | -1.9% |
| YTD | +57.5% | +21.7% | +35.8% | +38.8% |
| 1Y | +75.7% | +8.4% | +67.3% | +59.7% |
| 3Y | +19.5% | +23.6% | -4.2% | -7.9% |
| All | +82.0% | -46.4% | +128.4% | +74.5% |
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