-18.9%
EXE vs LSCC
+57.8%
-76.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.3% | -4.2% | -2.9% |
| 7D | -4.7% | +3.0% | -7.6% | -4.6% |
| 30D | +1.0% | -19.3% | +20.3% | +0.7% |
| 3M | -5.6% | -22.3% | +16.7% | -5.8% |
| 6M | -12.3% | -14.6% | +2.3% | -12.3% |
| YTD | -19.5% | +45.8% | -65.3% | -21.0% |
| 1Y | -18.9% | +69.6% | -88.5% | -22.6% |
| All | -18.9% | +57.8% | -76.7% | -22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling