+359.4%
ORLY vs LSCC
+1,847.8%
-1,488.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.5% | -0.6% |
| 7D | -2.1% | +0.4% | -2.6% | -2.2% |
| 30D | -7.6% | -9.5% | +1.9% | -6.9% |
| 3M | -5.5% | -13.8% | +8.3% | -4.9% |
| 6M | -9.7% | +24.5% | -34.2% | -12.7% |
| YTD | -6.2% | +55.1% | -61.4% | -11.6% |
| 1Y | -18.6% | +72.5% | -91.1% | -24.4% |
| 3Y | +33.8% | +24.5% | +9.3% | +25.5% |
| 5Y | +116.5% | +81.8% | +34.7% | +85.5% |
| All | +359.4% | +1,847.8% | -1,488.4% | +194.5% |
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