+855.0%
EXPE vs LSCC
+2,062.3%
-1,207.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.0% | -3.7% | -2.3% |
| 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% | +38.2% |
| 6M | +35.2% | +26.5% | +8.7% | +20.4% |
| YTD | +5.8% | +57.5% | -51.7% | -12.7% |
| 1Y | +38.7% | +75.7% | -37.0% | +9.7% |
| 3Y | +175.8% | +19.5% | +156.3% | +127.3% |
| 5Y | +111.8% | +83.8% | +28.1% | +47.4% |
| 10Y | +179.7% | +1,772.4% | -1,592.7% | -10.1% |
| All | +855.0% | +2,062.3% | -1,207.3% | +81.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling