+43.9%
EXC vs LSCC
+18.7%
+25.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -8.6% | +9.2% | +0.6% |
| 7D | +1.4% | -4.8% | +6.2% | +1.3% |
| 30D | +11.6% | -27.1% | +38.7% | +11.5% |
| 3M | +2.7% | -23.6% | +26.2% | +2.6% |
| 6M | +2.7% | -19.8% | +22.5% | +2.5% |
| YTD | +9.7% | +33.2% | -23.5% | +9.0% |
| 1Y | +4.5% | +55.2% | -50.7% | +3.7% |
| 3Y | +28.5% | +70.1% | -41.6% | +25.6% |
| 5Y | +43.9% | +19.5% | +24.4% | +39.2% |
| All | +43.9% | +18.7% | +25.3% | +39.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling