+69.6%
LSCC vs EXR
+28.1%
+41.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.1% | -1.8% | +1.1% |
| 7D | +3.0% | +11.3% | -8.3% | +2.4% |
| 30D | -19.3% | +21.2% | -40.4% | -20.4% |
| 3M | -22.3% | +8.7% | -31.0% | -21.9% |
| 6M | -14.6% | +18.2% | -32.8% | -18.9% |
| YTD | +45.8% | +27.9% | +17.8% | +34.4% |
| 1Y | +69.6% | +28.3% | +41.3% | +56.7% |
| All | +69.6% | +28.1% | +41.6% | +56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 1y: compounded portfolio wealth divided by compounded EXR 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…
1y analysis · Full analysis span regression · 6 months rolling