+2,826.8%
LSCC vs XLRE
+112.0%
+2,714.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.6% |
| 7D | +1.3% | -1.2% | +2.5% | +2.3% |
| 30D | -9.7% | -2.8% | -6.9% | -7.6% |
| 3M | -23.7% | -0.2% | -23.5% | -24.7% |
| 6M | +26.5% | +1.9% | +24.5% | +23.1% |
| YTD | +57.5% | +10.6% | +47.0% | +43.0% |
| 1Y | +75.7% | +8.8% | +66.9% | +61.3% |
| 3Y | +19.5% | +31.5% | -12.1% | -6.6% |
| 5Y | +83.8% | +6.6% | +77.2% | +72.2% |
| 10Y | +1,772.4% | +84.0% | +1,688.3% | +1,119.3% |
| All | +2,826.8% | +112.0% | +2,714.8% | +1,647.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling