+74.0%
LSCC vs EXEL
+60.1%
+13.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.2% | -4.3% | -5.2% |
| 7D | +7.0% | -0.8% | +7.8% | +7.2% |
| 30D | -2.3% | +13.1% | -15.4% | -3.4% |
| 3M | -12.5% | +36.3% | -48.9% | -16.8% |
| 6M | -10.6% | +34.5% | -45.1% | -15.3% |
| YTD | +52.7% | +57.4% | -4.7% | +36.5% |
| 1Y | +74.0% | +62.9% | +11.0% | +52.7% |
| All | +74.0% | +60.1% | +13.8% | +52.7% |
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