+87.2%
LSCC vs XLRE
+8.1%
+79.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.4% | +1.4% |
| 7D | +5.2% | -0.3% | +5.5% | +5.5% |
| 30D | -9.6% | -2.4% | -7.2% | -7.7% |
| 3M | -17.8% | +0.6% | -18.4% | -19.7% |
| 6M | +37.4% | +3.9% | +33.5% | +30.1% |
| YTD | +59.7% | +10.5% | +49.2% | +41.9% |
| 1Y | +76.2% | +8.4% | +67.8% | +59.2% |
| 3Y | +28.2% | +32.8% | -4.6% | -7.2% |
| 5Y | +87.2% | +7.0% | +80.2% | +77.6% |
| All | +87.2% | +8.1% | +79.1% | +77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling