+1,486.2%
LSCC vs ET
+161.5%
+1,324.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.1% | +10.3% | +10.3% |
| 7D | +14.5% | +1.8% | +12.7% | +13.8% |
| 30D | -0.1% | -3.0% | +2.9% | +0.9% |
| 3M | -2.7% | -4.7% | +2.0% | -1.2% |
| 6M | -4.8% | +2.7% | -7.5% | -6.3% |
| YTD | +66.9% | +26.5% | +40.3% | +51.2% |
| 1Y | +85.8% | +25.0% | +60.9% | +69.1% |
| 3Y | +115.6% | +85.4% | +30.2% | +72.3% |
| 5Y | +48.8% | +215.5% | -166.7% | +0.7% |
| All | +1,486.2% | +161.5% | +1,324.7% | +973.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling