+85.8%
LSCC vs EXEL
+70.6%
+15.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.2% | +10.2% | +10.3% |
| 7D | +14.5% | -2.8% | +17.3% | +15.1% |
| 30D | -0.1% | +18.2% | -18.2% | -2.0% |
| 3M | -2.7% | +37.7% | -40.4% | -7.7% |
| 6M | -4.8% | +42.2% | -47.0% | -11.2% |
| YTD | +66.9% | +61.3% | +5.5% | +48.2% |
| 1Y | +85.8% | +64.5% | +21.4% | +63.2% |
| All | +85.8% | +70.6% | +15.3% | +63.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling