+115.5%
EXPE vs LSCC
+1,244.7%
-1,129.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +7.1% | -12.0% | -6.7% |
| 7D | -9.3% | +13.0% | -22.3% | -12.3% |
| 30D | +0.1% | -19.8% | +20.0% | +5.0% |
| 3M | -15.3% | -18.4% | +3.1% | -12.4% |
| 6M | +5.5% | -16.1% | +21.6% | +4.8% |
| YTD | -8.0% | +42.7% | -50.7% | -23.8% |
| 1Y | +18.9% | +68.0% | -49.1% | -6.5% |
| 3Y | +135.5% | +85.8% | +49.7% | +64.9% |
| 5Y | +44.3% | +28.0% | +16.2% | +6.3% |
| All | +115.5% | +1,244.7% | -1,129.2% | -11.6% |
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 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