+2,144.0%
LSCC vs XHB
+172.9%
+1,971.1%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.5% | +8.6% | +8.2% |
| 7D | +13.0% | +1.3% | +11.7% | +11.6% |
| 30D | -19.8% | +7.8% | -27.6% | -25.0% |
| 3M | -18.4% | -5.5% | -12.9% | -16.0% |
| 6M | -16.1% | -2.6% | -13.5% | -15.5% |
| YTD | +42.7% | +0.4% | +42.4% | +40.7% |
| 1Y | +68.0% | -1.0% | +69.0% | +67.1% |
| 3Y | +85.8% | +37.3% | +48.5% | +48.0% |
| 5Y | +28.0% | +33.7% | -5.7% | +6.2% |
| 10Y | +1,255.1% | +256.9% | +998.2% | +471.3% |
| All | +2,144.0% | +172.9% | +1,971.1% | +890.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling