+2,901.3%
LSCC vs XLRE
+115.9%
+2,785.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -2.8% |
| 7D | +21.2% | +0.1% | +21.1% | +21.2% |
| 30D | -1.9% | +6.0% | -7.9% | -6.7% |
| 3M | -8.1% | +0.5% | -8.6% | -8.7% |
| 6M | -5.2% | +1.2% | -6.5% | -7.6% |
| YTD | +61.5% | +12.6% | +48.9% | +44.3% |
| 1Y | +81.3% | +11.0% | +70.3% | +63.9% |
| 3Y | +108.7% | +43.0% | +65.7% | +52.7% |
| 5Y | +44.1% | +9.1% | +35.0% | +32.4% |
| 10Y | +1,439.5% | +111.7% | +1,327.8% | +831.6% |
| All | +2,901.3% | +115.9% | +2,785.4% | +1,662.6% |
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 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