+39.8%
EXPE vs LSCC
+36.6%
+3.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.4% | -8.5% | -2.2% |
| 7D | -13.3% | +19.3% | -32.7% | -17.4% |
| 30D | -5.5% | -9.6% | +4.2% | -3.9% |
| 3M | -16.5% | -12.4% | -4.1% | -15.1% |
| 6M | +13.1% | -10.5% | +23.5% | +10.6% |
| YTD | -8.0% | +54.8% | -62.8% | -27.2% |
| 1Y | +1.1% | +79.4% | -78.3% | -24.2% |
| 3Y | +131.2% | +109.6% | +21.6% | +45.6% |
| 5Y | +39.8% | +40.4% | -0.6% | -7.7% |
| All | +39.8% | +36.6% | +3.2% | -7.7% |
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