+34.8%
LSCC vs XLRE
+9.6%
+25.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.2% |
| 7D | +5.0% | +2.1% | +2.9% | +3.2% |
| 30D | -11.7% | +7.1% | -18.9% | -17.6% |
| 3M | -13.3% | +1.3% | -14.6% | -14.6% |
| 6M | -12.5% | +2.1% | -14.6% | -15.9% |
| YTD | +51.2% | +13.1% | +38.1% | +31.0% |
| 1Y | +65.9% | +11.9% | +54.0% | +45.4% |
| 3Y | +95.3% | +43.7% | +51.7% | +29.9% |
| All | +34.8% | +9.6% | +25.2% | +24.1% |
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 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