+102.8%
LSCC vs XLRE
+44.8%
+58.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.2% |
| 7D | +5.0% | +2.1% | +2.9% | +3.5% |
| 30D | -11.7% | +7.1% | -18.9% | -16.5% |
| 3M | -13.3% | +1.3% | -14.6% | -14.2% |
| 6M | -12.5% | +2.1% | -14.6% | -15.4% |
| YTD | +51.2% | +13.1% | +38.1% | +32.4% |
| 1Y | +65.9% | +11.9% | +54.0% | +46.9% |
| All | +102.8% | +44.8% | +58.0% | +30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling