+38.6%
LSCC vs EXEL
+283.4%
-244.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -1.9% |
| 7D | +5.0% | -2.4% | +7.4% | +5.9% |
| 30D | -11.7% | +17.9% | -29.6% | -15.6% |
| 3M | -13.3% | +33.3% | -46.6% | -20.2% |
| 6M | -12.5% | +46.6% | -59.1% | -22.1% |
| YTD | +51.2% | +61.0% | -9.8% | +30.1% |
| 1Y | +65.9% | +70.4% | -4.5% | +40.2% |
| 3Y | +95.3% | +236.1% | -140.7% | +23.1% |
| 5Y | +38.6% | +284.8% | -246.2% | -22.7% |
| All | +38.6% | +283.4% | -244.8% | -22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling