+35.1%
LSCC vs XME
+108.0%
-72.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.6% | -3.9% | -4.0% |
| 7D | +7.0% | +0.3% | +6.7% | +7.0% |
| 30D | -2.3% | -6.1% | +3.8% | +4.3% |
| 3M | -12.5% | -18.6% | +6.1% | +5.7% |
| 6M | -10.6% | -23.9% | +13.3% | +14.6% |
| YTD | +52.7% | -9.3% | +62.0% | +66.1% |
| 1Y | +74.0% | +1.8% | +72.2% | +70.7% |
| 3Y | +104.8% | +93.0% | +11.8% | +14.6% |
| All | +35.1% | +108.0% | -72.8% | -30.5% |
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