+25.5%
LSCC vs XME
+110.8%
-85.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +3.4% | +3.8% | +4.1% |
| 7D | +13.0% | -4.5% | +17.4% | +17.8% |
| 30D | -19.8% | -10.9% | -9.0% | -10.6% |
| 3M | -18.4% | -15.3% | -3.1% | -5.4% |
| 6M | -16.1% | -24.6% | +8.5% | +8.1% |
| YTD | +42.7% | -9.6% | +52.4% | +55.2% |
| 1Y | +68.0% | +2.9% | +65.1% | +62.6% |
| 3Y | +85.8% | +86.9% | -1.1% | +6.7% |
| All | +25.5% | +110.8% | -85.3% | -35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling