+410.7%
ORLY vs LSCC
+1,333.6%
-922.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | -0.3% |
| 7D | -0.7% | +5.0% | -5.7% | -1.1% |
| 30D | +3.4% | -11.7% | +15.1% | +4.1% |
| 3M | -3.1% | -13.3% | +10.2% | -2.5% |
| 6M | -3.8% | -12.5% | +8.7% | -4.1% |
| YTD | -2.0% | +51.2% | -53.2% | -7.9% |
| 1Y | -8.9% | +65.9% | -74.8% | -15.3% |
| 3Y | +36.0% | +95.3% | -59.4% | +19.2% |
| 5Y | +106.9% | +38.6% | +68.3% | +82.6% |
| 10Y | +410.7% | +1,352.3% | -941.6% | +217.3% |
| All | +410.7% | +1,333.6% | -922.9% | +217.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 10y: compounded portfolio wealth divided by compounded LSCC 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…
10y analysis · Full analysis span regression · 6 months rolling