+104.8%
LSCC vs XHB
+35.8%
+69.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.7% | -6.2% | -6.1% |
| 7D | +7.0% | -0.2% | +7.2% | +7.3% |
| 30D | -2.3% | +9.9% | -12.2% | -11.6% |
| 3M | -12.5% | -6.3% | -6.2% | -8.0% |
| 6M | -10.6% | +3.8% | -14.4% | -15.5% |
| YTD | +52.7% | +0.1% | +52.6% | +48.4% |
| 1Y | +74.0% | -0.8% | +74.8% | +70.3% |
| 3Y | +104.8% | +35.6% | +69.2% | +40.8% |
| All | +104.8% | +35.8% | +69.0% | +40.8% |
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