-21.8%
EXE vs LSCC
+68.2%
-90.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.1% | -8.0% | -0.8% |
| 7D | -6.6% | +13.0% | -19.5% | -6.4% |
| 30D | -4.0% | -19.8% | +15.8% | -4.2% |
| 3M | -7.5% | -18.4% | +10.9% | -7.6% |
| 6M | -11.7% | -16.1% | +4.4% | -11.6% |
| YTD | -22.0% | +42.7% | -64.7% | -23.6% |
| 1Y | -21.8% | +68.0% | -89.8% | -25.5% |
| All | -21.8% | +68.2% | -90.0% | -25.5% |
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