+221.1%
LSCC vs EXEL
+334.5%
-113.4%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -5.6% | -3.0% | -7.3% |
| 7D | -4.8% | +3.8% | -8.6% | -5.6% |
| 30D | -27.1% | +17.8% | -44.9% | -29.9% |
| 3M | -23.6% | +21.2% | -44.8% | -27.2% |
| 6M | -19.8% | +54.7% | -74.5% | -28.0% |
| YTD | +33.2% | +56.8% | -23.5% | +18.8% |
| 1Y | +55.2% | +70.2% | -15.0% | +35.8% |
| 3Y | +70.1% | +227.2% | -157.1% | +24.3% |
| 5Y | +19.5% | +254.9% | -235.4% | -15.0% |
| 10Y | +1,164.9% | +476.9% | +688.0% | +620.7% |
| All | +221.1% | +334.5% | -113.4% | -7.4% |
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