+109.6%
LSCC vs EXEL
+244.2%
-134.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +3.1% | +5.3% | +7.9% |
| 7D | +19.3% | +2.3% | +17.0% | +19.1% |
| 30D | -9.6% | +19.8% | -29.5% | -12.2% |
| 3M | -12.4% | +32.7% | -45.1% | -16.5% |
| 6M | -10.5% | +49.0% | -59.4% | -16.7% |
| YTD | +54.8% | +63.7% | -8.9% | +41.1% |
| 1Y | +79.4% | +75.8% | +3.6% | +61.5% |
| 3Y | +109.6% | +241.3% | -131.7% | +80.9% |
| All | +109.6% | +244.2% | -134.7% | +80.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling