+1,379.1%
LSCC vs XME
+294.4%
+1,084.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +5.5% | +3.0% | +4.5% |
| 7D | +19.3% | +0.9% | +18.4% | +18.9% |
| 30D | -9.6% | -7.3% | -2.3% | -3.9% |
| 3M | -12.4% | -14.8% | +2.4% | -1.2% |
| 6M | -10.5% | -18.4% | +7.9% | +4.5% |
| YTD | +54.8% | -4.7% | +59.5% | +61.5% |
| 1Y | +79.4% | +5.7% | +73.7% | +74.2% |
| 3Y | +109.6% | +104.0% | +5.6% | +32.6% |
| 5Y | +40.4% | +122.4% | -82.1% | -15.4% |
| 10Y | +1,379.1% | +285.4% | +1,093.7% | +486.2% |
| All | +1,379.1% | +294.4% | +1,084.7% | +486.2% |
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