+118.5%
EXPE vs LSCC
+1,398.6%
-1,280.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.4% | -8.5% | -2.2% |
| 7D | -13.3% | +19.3% | -32.7% | -17.5% |
| 30D | -5.5% | -9.6% | +4.2% | -4.0% |
| 3M | -16.5% | -12.4% | -4.1% | -15.3% |
| 6M | +13.1% | -10.5% | +23.5% | +10.8% |
| YTD | -8.0% | +54.8% | -62.8% | -25.5% |
| 1Y | +1.1% | +79.4% | -78.3% | -21.9% |
| 3Y | +131.2% | +109.6% | +21.6% | +56.4% |
| 5Y | +39.8% | +40.4% | -0.6% | +0.4% |
| 10Y | +118.5% | +1,379.1% | -1,260.6% | -12.8% |
| All | +118.5% | +1,398.6% | -1,280.1% | -12.8% |
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