+127.7%
EXPE vs LSCC
+1,351.6%
-1,223.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.5% | +4.3% | +0.2% |
| 7D | -0.5% | +7.0% | -7.5% | -2.5% |
| 30D | -6.1% | -2.3% | -3.8% | -6.7% |
| 3M | -21.3% | -12.5% | -8.8% | -20.3% |
| 6M | +19.0% | -10.6% | +29.6% | +16.4% |
| YTD | -8.4% | +52.7% | -61.1% | -25.7% |
| 1Y | -2.8% | +74.0% | -76.8% | -24.4% |
| 3Y | +120.8% | +104.8% | +16.0% | +50.1% |
| 5Y | +46.2% | +36.2% | +9.9% | +5.7% |
| All | +127.7% | +1,351.6% | -1,223.9% | -8.8% |
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