+75.7%
LSCC vs ET
+31.4%
+44.3%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +2.1% |
| 7D | +1.3% | +0.9% | +0.4% | +1.5% |
| 30D | -9.7% | +7.5% | -17.1% | -7.7% |
| 3M | -23.7% | +11.4% | -35.1% | -20.6% |
| 6M | +26.5% | +18.5% | +8.0% | +30.8% |
| YTD | +57.5% | +37.4% | +20.1% | +58.1% |
| 1Y | +75.7% | +30.9% | +44.7% | +66.3% |
| All | +75.7% | +31.4% | +44.3% | +66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 1y: compounded portfolio wealth divided by compounded ET 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…
1y analysis · Full analysis span regression · 6 months rolling