+2,425.3%
LSCC vs ET
+1,287.7%
+1,137.6%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.9% | +7.5% | +8.2% |
| 7D | +19.3% | -4.4% | +23.8% | +21.1% |
| 30D | -9.6% | -4.8% | -4.9% | -8.3% |
| 3M | -12.4% | -3.4% | -9.0% | -11.6% |
| 6M | -10.5% | +2.2% | -12.6% | -11.5% |
| YTD | +54.8% | +24.2% | +30.6% | +43.1% |
| 1Y | +79.4% | +24.5% | +54.9% | +65.6% |
| 3Y | +109.6% | +83.6% | +26.0% | +72.4% |
| 5Y | +40.4% | +203.4% | -163.0% | -0.9% |
| 10Y | +1,379.1% | +166.5% | +1,212.6% | +894.1% |
| All | +2,425.3% | +1,287.7% | +1,137.6% | +462.2% |
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