+69.8%
LSCC vs XME
+3.2%
+66.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +5.5% | +3.0% | +3.3% |
| 7D | +19.3% | +0.9% | +18.4% | +18.5% |
| 30D | -9.6% | -7.3% | -2.3% | -2.8% |
| 3M | -12.4% | -14.8% | +2.4% | +1.1% |
| 6M | -10.5% | -18.4% | +7.9% | +6.3% |
| YTD | +54.8% | -4.7% | +59.5% | +56.3% |
| All | +69.8% | +3.2% | +66.6% | +61.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling