+1,795.0%
LSCC vs XHB
+204.2%
+1,590.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.4% | +3.8% | +3.5% |
| 7D | +5.2% | +0.2% | +5.0% | +4.9% |
| 30D | -9.6% | -9.1% | -0.6% | -2.1% |
| 3M | -17.8% | -2.3% | -15.5% | -16.9% |
| 6M | +37.4% | -4.1% | +41.6% | +42.0% |
| YTD | +59.7% | -1.7% | +61.4% | +60.7% |
| 1Y | +76.2% | -15.1% | +91.3% | +100.8% |
| 3Y | +28.2% | +26.8% | +1.4% | +3.3% |
| 5Y | +87.2% | +37.3% | +49.9% | +42.9% |
| 10Y | +1,795.0% | +205.7% | +1,589.3% | +755.3% |
| All | +1,795.0% | +204.2% | +1,590.8% | +755.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 10y: compounded portfolio wealth divided by compounded XHB 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…
10y analysis · Full analysis span regression · 6 months rolling