+74.6%
LSCC vs XLRE
+7.6%
+67.0%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.5% |
| 7D | +1.4% | -0.7% | +2.1% | +1.5% |
| 30D | -10.0% | -2.2% | -7.8% | -9.7% |
| 3M | -16.1% | -2.6% | -13.4% | -16.4% |
| 6M | +27.4% | +2.6% | +24.8% | +19.6% |
| YTD | +56.9% | +9.3% | +47.6% | +42.9% |
| 1Y | +74.6% | +7.2% | +67.4% | +56.7% |
| All | +74.6% | +7.6% | +67.0% | +56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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