+62.5%
SLB vs LSCC
+26.3%
+36.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.1% | -6.6% | -0.8% |
| 7D | -7.1% | +13.0% | -20.1% | -9.5% |
| 30D | +4.1% | -19.8% | +23.9% | +8.0% |
| 3M | -2.6% | -18.4% | +15.8% | +0.3% |
| 6M | -8.6% | -16.1% | +7.6% | -7.7% |
| YTD | +32.2% | +42.7% | -10.5% | +18.2% |
| 1Y | +40.7% | +68.0% | -27.4% | +21.4% |
| 3Y | -4.5% | +85.8% | -90.4% | -23.1% |
| All | +62.5% | +26.3% | +36.2% | +36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling