+1,379.1%
LSCC vs ET
+169.5%
+1,209.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.9% | +7.5% | +8.1% |
| 7D | +19.3% | -4.4% | +23.8% | +21.3% |
| 30D | -9.6% | -4.8% | -4.9% | -8.1% |
| 3M | -12.4% | -3.4% | -9.0% | -11.5% |
| 6M | -10.5% | +2.2% | -12.6% | -11.7% |
| YTD | +54.8% | +24.2% | +30.6% | +41.3% |
| 1Y | +79.4% | +24.5% | +54.9% | +63.5% |
| 3Y | +109.6% | +83.6% | +26.0% | +68.2% |
| 5Y | +40.4% | +203.4% | -163.0% | -3.8% |
| 10Y | +1,379.1% | +166.5% | +1,212.6% | +903.7% |
| All | +1,379.1% | +169.5% | +1,209.6% | +903.7% |
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