+21.2%
LSCC vs XME
+127.9%
-106.7%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +1.8% |
| 7D | +1.3% | -0.1% | +1.4% | +1.4% |
| 30D | -9.7% | +6.0% | -15.7% | -15.1% |
| 3M | -23.7% | -7.7% | -16.0% | -17.8% |
| 6M | +26.5% | +1.0% | +25.5% | +24.2% |
| YTD | +57.5% | +14.6% | +42.9% | +34.4% |
| 1Y | +75.7% | +46.0% | +29.7% | +13.6% |
| All | +21.2% | +127.9% | -106.7% | -53.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling