+1,236.1%
LSCC vs EXEL
+461.0%
+775.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.3% | +5.9% | +6.8% |
| 7D | +13.0% | +0.3% | +12.7% | +13.1% |
| 30D | -19.8% | +19.0% | -38.9% | -23.1% |
| 3M | -18.4% | +33.3% | -51.7% | -24.0% |
| 6M | -16.1% | +42.9% | -59.0% | -23.4% |
| YTD | +42.7% | +58.7% | -16.0% | +26.5% |
| 1Y | +68.0% | +70.5% | -2.5% | +46.4% |
| 3Y | +85.8% | +233.8% | -148.0% | +33.5% |
| 5Y | +28.0% | +259.3% | -231.3% | -10.8% |
| All | +1,236.1% | +461.0% | +775.1% | +756.0% |
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