+82.0%
LSCC vs EXEL
+199.5%
-117.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.1% |
| 7D | +1.3% | +8.4% | -7.1% | -0.9% |
| 30D | -9.7% | +4.1% | -13.7% | -10.9% |
| 3M | -23.7% | +12.4% | -36.1% | -26.5% |
| 6M | +26.5% | +41.5% | -15.1% | +14.1% |
| YTD | +57.5% | +34.6% | +22.9% | +43.4% |
| 1Y | +75.7% | +57.9% | +17.8% | +52.1% |
| 3Y | +19.5% | +159.5% | -140.0% | -15.1% |
| All | +82.0% | +199.5% | -117.5% | +6.0% |
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 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