+1,751.4%
LSCC vs EXEL
+400.1%
+1,351.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.0% |
| 7D | +1.3% | +8.4% | -7.1% | -0.5% |
| 30D | -9.7% | +4.1% | -13.7% | -10.7% |
| 3M | -23.7% | +12.4% | -36.1% | -26.0% |
| 6M | +26.5% | +41.5% | -15.1% | +16.2% |
| YTD | +57.5% | +34.6% | +22.9% | +45.9% |
| 1Y | +75.7% | +57.9% | +17.8% | +56.3% |
| 3Y | +19.5% | +159.5% | -140.0% | -7.7% |
| 5Y | +83.8% | +198.5% | -114.7% | +35.6% |
| All | +1,751.4% | +400.1% | +1,351.4% | +1,213.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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