+200.1%
EXC vs LSCC
+1,498.6%
-1,298.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +10.4% | -10.2% | -0.4% |
| 7D | -1.4% | +14.5% | -15.8% | -2.3% |
| 30D | +8.3% | -0.1% | +8.3% | +8.0% |
| 3M | +2.6% | -2.7% | +5.3% | +2.4% |
| 6M | +5.2% | -4.8% | +10.0% | +4.5% |
| YTD | +7.5% | +66.9% | -59.3% | +1.6% |
| 1Y | +3.2% | +85.8% | -82.7% | -3.5% |
| 3Y | +29.5% | +115.6% | -86.0% | +15.0% |
| 5Y | +39.7% | +48.8% | -9.2% | +25.2% |
| 10Y | +200.1% | +1,490.3% | -1,290.2% | +99.9% |
| All | +200.1% | +1,498.6% | -1,298.5% | +99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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