+1,763.3%
LSCC vs XME
+401.2%
+1,362.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +1.9% |
| 7D | +1.3% | -0.1% | +1.4% | +1.4% |
| 30D | -9.7% | +6.0% | -15.7% | -13.6% |
| 3M | -23.7% | -7.7% | -16.0% | -19.1% |
| 6M | +26.5% | +1.0% | +25.5% | +26.1% |
| YTD | +57.5% | +14.6% | +42.9% | +43.2% |
| 1Y | +75.7% | +46.0% | +29.7% | +34.6% |
| 3Y | +19.5% | +127.0% | -107.6% | -30.4% |
| 5Y | +83.8% | +175.8% | -92.0% | -4.6% |
| All | +1,763.3% | +401.2% | +1,362.2% | +520.4% |
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