-16.1%
LSCC vs XHB
-2.0%
-14.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.5% | +8.6% | +7.9% |
| 7D | +13.0% | +1.3% | +11.7% | +12.0% |
| 30D | -19.8% | +7.8% | -27.6% | -23.8% |
| 3M | -18.4% | -5.5% | -12.9% | -14.2% |
| 6M | -16.1% | -2.6% | -13.5% | -14.8% |
| All | -16.1% | -2.0% | -14.1% | -14.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling