+73.7%
EXE vs LSCC
+50.4%
+23.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +10.4% | -9.6% | -0.2% |
| 7D | +1.5% | +14.5% | -13.0% | +0.1% |
| 30D | -0.2% | -0.1% | -0.1% | -0.5% |
| 3M | -9.2% | -2.7% | -6.6% | -9.5% |
| 6M | -7.2% | -4.8% | -2.4% | -8.1% |
| YTD | -18.3% | +66.9% | -85.1% | -25.2% |
| 1Y | -23.6% | +85.8% | -109.5% | -31.2% |
| 3Y | +21.9% | +115.6% | -93.6% | +2.7% |
| 5Y | +73.7% | +48.8% | +24.8% | +54.4% |
| All | +73.7% | +50.4% | +23.3% | +54.4% |
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