+104.9%
EXPE vs LSCC
+82.7%
+22.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.0% | -3.7% | -2.2% |
| 7D | -9.5% | +1.3% | -10.8% | -9.9% |
| 30D | -6.6% | -9.7% | +3.0% | -4.3% |
| 3M | +31.4% | -23.7% | +55.1% | +38.3% |
| 6M | +35.2% | +26.5% | +8.7% | +18.6% |
| YTD | +5.8% | +57.5% | -51.7% | -15.0% |
| 1Y | +38.7% | +75.7% | -37.0% | +6.2% |
| 3Y | +175.8% | +19.5% | +156.3% | +124.4% |
| All | +104.9% | +82.7% | +22.2% | +26.8% |
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 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