+25.5%
LSCC vs ESTC
-48.9%
+74.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.2% | +4.9% | +6.4% |
| 7D | +13.0% | -11.5% | +24.5% | +17.6% |
| 30D | -19.8% | -7.5% | -12.3% | -17.8% |
| 3M | -18.4% | +23.1% | -41.5% | -26.1% |
| 6M | -16.1% | +75.3% | -91.4% | -34.3% |
| YTD | +42.7% | +14.1% | +28.6% | +28.1% |
| 1Y | +68.0% | -0.6% | +68.6% | +57.7% |
| 3Y | +85.8% | +20.8% | +65.0% | +43.7% |
| All | +25.5% | -48.9% | +74.4% | +13.9% |
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