+82.0%
LSCC vs XHB
+37.5%
+44.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +1.0% |
| 7D | +1.3% | -1.3% | +2.6% | +2.6% |
| 30D | -9.7% | -6.9% | -2.8% | -3.3% |
| 3M | -23.7% | -1.3% | -22.4% | -23.6% |
| 6M | +26.5% | -6.8% | +33.3% | +34.8% |
| YTD | +57.5% | +0.7% | +56.8% | +53.8% |
| 1Y | +75.7% | -11.2% | +86.9% | +94.5% |
| 3Y | +19.5% | +25.3% | -5.9% | -10.5% |
| All | +82.0% | +37.5% | +44.5% | +24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling