+82.0%
LSCC vs ET
+232.1%
-150.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.8% |
| 7D | +1.3% | +0.9% | +0.4% | +0.8% |
| 30D | -9.7% | +7.5% | -17.1% | -13.3% |
| 3M | -23.7% | +11.4% | -35.1% | -28.5% |
| 6M | +26.5% | +18.5% | +8.0% | +13.3% |
| YTD | +57.5% | +37.4% | +20.1% | +28.4% |
| 1Y | +75.7% | +30.9% | +44.7% | +47.4% |
| 3Y | +19.5% | +98.7% | -79.3% | -20.8% |
| All | +82.0% | +232.1% | -150.1% | -2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling