+2,340.5%
EXC vs LSCC
+10,808.2%
-8,467.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.0% | -3.1% | -1.2% |
| 7D | +0.3% | +1.3% | -1.0% | +0.2% |
| 30D | -3.7% | -9.7% | +5.9% | -3.2% |
| 3M | -1.3% | -23.7% | +22.4% | -0.1% |
| 6M | -9.7% | +26.5% | -36.2% | -11.8% |
| YTD | +2.9% | +57.5% | -54.6% | -1.2% |
| 1Y | +4.4% | +75.7% | -71.3% | -0.7% |
| 3Y | +22.2% | +19.5% | +2.8% | +16.6% |
| 5Y | +46.7% | +83.8% | -37.1% | +33.1% |
| 10Y | +155.3% | +1,772.4% | -1,617.0% | +93.7% |
| All | +2,340.5% | +10,808.2% | -8,467.7% | +1,354.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling