+46.2%
SLB vs LSCC
+57.8%
-11.6%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.3% | -1.3% |
| 7D | -4.1% | +3.0% | -7.0% | -4.6% |
| 30D | +2.5% | -19.3% | +21.8% | +5.9% |
| 3M | +2.0% | -22.3% | +24.3% | +5.7% |
| 6M | -6.3% | -14.6% | +8.2% | -6.2% |
| YTD | +36.5% | +45.8% | -9.2% | +16.5% |
| 1Y | +46.2% | +69.6% | -23.4% | +19.4% |
| All | +46.2% | +57.8% | -11.6% | +19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling