+73.8%
LSCC vs XHB
-13.0%
+86.9%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +1.3% |
| 7D | +1.3% | -1.3% | +2.6% | +2.3% |
| 30D | -9.7% | -6.9% | -2.8% | -4.7% |
| 3M | -23.7% | -1.3% | -22.4% | -23.6% |
| 6M | +26.5% | -6.8% | +33.3% | +28.1% |
| YTD | +57.5% | +0.7% | +56.8% | +53.0% |
| All | +73.8% | -13.0% | +86.9% | +74.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling