-17.1%
SLB vs LSCC
+1,244.7%
-1,261.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.1% | -6.6% | -1.2% |
| 7D | -7.1% | +13.0% | -20.1% | -10.1% |
| 30D | +4.1% | -19.8% | +23.9% | +8.9% |
| 3M | -2.6% | -18.4% | +15.8% | +1.0% |
| 6M | -8.6% | -16.1% | +7.6% | -7.6% |
| YTD | +32.2% | +42.7% | -10.5% | +15.2% |
| 1Y | +40.7% | +68.0% | -27.4% | +17.3% |
| 3Y | -4.5% | +85.8% | -90.4% | -27.2% |
| 5Y | +66.4% | +28.0% | +38.3% | +30.3% |
| All | -17.1% | +1,244.7% | -1,261.8% | -66.6% |
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