+172.1%
EXC vs LSCC
+1,244.7%
-1,072.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +7.1% | -9.1% | -2.4% |
| 7D | -1.2% | +13.0% | -14.1% | -2.0% |
| 30D | +10.0% | -19.8% | +29.8% | +11.3% |
| 3M | +1.6% | -18.4% | +20.0% | +2.6% |
| 6M | +3.3% | -16.1% | +19.4% | +3.3% |
| YTD | +7.6% | +42.7% | -35.2% | +2.6% |
| 1Y | +3.5% | +68.0% | -64.5% | -2.8% |
| 3Y | +27.7% | +85.8% | -58.2% | +14.3% |
| 5Y | +41.1% | +28.0% | +13.1% | +27.6% |
| All | +172.1% | +1,244.7% | -1,072.6% | +81.6% |
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