+1,236.1%
LSCC vs XME
+300.2%
+935.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +3.4% | +3.8% | +4.7% |
| 7D | +13.0% | -4.5% | +17.4% | +16.9% |
| 30D | -19.8% | -10.9% | -9.0% | -12.4% |
| 3M | -18.4% | -15.3% | -3.1% | -7.9% |
| 6M | -16.1% | -24.6% | +8.5% | +3.4% |
| YTD | +42.7% | -9.6% | +52.4% | +54.6% |
| 1Y | +68.0% | +2.9% | +65.1% | +66.3% |
| 3Y | +85.8% | +86.9% | -1.1% | +25.1% |
| 5Y | +28.0% | +115.2% | -87.1% | -20.4% |
| All | +1,236.1% | +300.2% | +935.9% | +454.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 10y: compounded portfolio wealth divided by compounded XME 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…
10y analysis · Full analysis span regression · 6 months rolling