+2,469.8%
LSCC vs ET
+1,435.0%
+1,034.9%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.9% |
| 7D | +1.3% | +0.9% | +0.4% | +1.0% |
| 30D | -9.7% | +7.5% | -17.1% | -11.8% |
| 3M | -23.7% | +11.4% | -35.1% | -26.5% |
| 6M | +26.5% | +18.5% | +8.0% | +19.1% |
| YTD | +57.5% | +37.4% | +20.1% | +41.2% |
| 1Y | +75.7% | +30.9% | +44.7% | +59.9% |
| 3Y | +19.5% | +98.7% | -79.3% | -4.1% |
| 5Y | +83.8% | +230.7% | -146.9% | +26.0% |
| 10Y | +1,772.4% | +175.6% | +1,596.8% | +1,135.8% |
| All | +2,469.8% | +1,435.0% | +1,034.9% | +455.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling