+279.6%
LSCC vs EXEL
+273.2%
+6.4%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.0% |
| 7D | +1.3% | +8.4% | -7.1% | -0.6% |
| 30D | -9.7% | +4.1% | -13.7% | -10.7% |
| 3M | -23.7% | +12.4% | -36.1% | -26.1% |
| 6M | +26.5% | +41.5% | -15.1% | +16.1% |
| YTD | +57.5% | +34.6% | +22.9% | +45.8% |
| 1Y | +75.7% | +57.9% | +17.8% | +56.1% |
| 3Y | +19.5% | +159.5% | -140.0% | -8.0% |
| 5Y | +83.8% | +198.5% | -114.7% | +35.7% |
| 10Y | +1,772.4% | +411.4% | +1,361.0% | +986.2% |
| All | +279.6% | +273.2% | +6.4% | +13.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling