+1,041.2%
LSCC vs ESTC
+20.3%
+1,020.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -6.1% | -2.5% | -6.4% |
| 7D | -4.8% | -18.5% | +13.7% | +2.4% |
| 30D | -27.1% | -11.0% | -16.1% | -24.2% |
| 3M | -23.6% | +20.8% | -44.4% | -30.7% |
| 6M | -19.8% | +67.9% | -87.7% | -36.8% |
| YTD | +33.2% | +11.6% | +21.6% | +19.4% |
| 1Y | +55.2% | -3.3% | +58.5% | +45.8% |
| 3Y | +70.1% | +16.4% | +53.7% | +33.9% |
| 5Y | +19.5% | -49.9% | +69.4% | +20.0% |
| All | +1,041.2% | +20.3% | +1,020.9% | +621.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling