+150.1%
EXE vs LSCC
+150.1%
+0.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.3% | +4.6% | +2.5% |
| 7D | -2.2% | +5.0% | -7.2% | -2.8% |
| 30D | -0.3% | -11.7% | +11.4% | +0.6% |
| 3M | -9.3% | -13.3% | +4.0% | -8.5% |
| 6M | -7.2% | -12.5% | +5.3% | -7.3% |
| YTD | -18.9% | +51.2% | -70.1% | -25.0% |
| 1Y | -21.7% | +65.9% | -87.6% | -28.6% |
| 3Y | +21.0% | +95.3% | -74.4% | +3.3% |
| 5Y | +76.0% | +38.6% | +37.4% | +50.8% |
| All | +150.1% | +150.1% | +0.1% | +99.0% |
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