+116.6%
LSCC vs XHB
+34.8%
+81.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.5% | -1.7% |
| 7D | +21.2% | -2.4% | +23.7% | +24.0% |
| 30D | -1.9% | +7.1% | -9.0% | -8.9% |
| 3M | -8.1% | -6.0% | -2.1% | -3.7% |
| 6M | -5.2% | +2.1% | -7.3% | -8.9% |
| YTD | +61.5% | -0.6% | +62.1% | +58.1% |
| 1Y | +81.3% | -3.3% | +84.6% | +81.9% |
| All | +116.6% | +34.8% | +81.9% | +50.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling