+2,228.6%
LSCC vs ET
+1,275.4%
+953.2%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.4% | +6.7% | +7.0% |
| 7D | +13.0% | -7.9% | +20.8% | +15.9% |
| 30D | -19.8% | -5.9% | -13.9% | -18.3% |
| 3M | -18.4% | -5.2% | -13.2% | -17.2% |
| 6M | -16.1% | +0.3% | -16.4% | -16.7% |
| YTD | +42.7% | +23.1% | +19.6% | +32.3% |
| 1Y | +68.0% | +22.7% | +45.3% | +55.8% |
| 3Y | +85.8% | +75.4% | +10.5% | +55.0% |
| 5Y | +28.0% | +202.6% | -174.6% | -9.5% |
| 10Y | +1,255.1% | +213.0% | +1,042.1% | +764.2% |
| All | +2,228.6% | +1,275.4% | +953.2% | +419.8% |
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 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