-3.3%
SLB vs LSCC
+1,772.4%
-1,775.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | -0.3% |
| 7D | +0.8% | +1.3% | -0.5% | +0.6% |
| 30D | +15.8% | -9.7% | +25.5% | +18.4% |
| 3M | -0.3% | -23.7% | +23.4% | +4.7% |
| 6M | +21.3% | +26.5% | -5.1% | +11.1% |
| YTD | +52.3% | +57.5% | -5.2% | +31.3% |
| 1Y | +63.6% | +75.7% | -12.1% | +36.2% |
| 3Y | +3.8% | +19.5% | -15.7% | -10.7% |
| 5Y | +128.6% | +83.8% | +44.9% | +63.5% |
| All | -3.3% | +1,772.4% | -1,775.7% | -61.3% |
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