-14.5%
LSCC vs XE
-65.4%
+50.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +15.9% | -8.8% | +3.0% |
| 7D | +13.0% | -4.6% | +17.5% | +13.8% |
| 30D | -19.8% | -27.5% | +7.7% | -14.4% |
| 3M | -18.4% | -49.9% | +31.5% | -7.0% |
| 6M | -16.1% | -67.2% | +51.1% | -1.1% |
| All | -14.5% | -65.4% | +50.9% | -0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 XE 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