+958.5%
SLB vs LSCC
+10,808.2%
-9,849.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | -0.2% |
| 7D | +0.8% | +1.3% | -0.5% | +0.6% |
| 30D | +15.8% | -9.7% | +25.5% | +17.6% |
| 3M | -0.3% | -23.7% | +23.4% | +3.1% |
| 6M | +21.3% | +26.5% | -5.1% | +14.7% |
| YTD | +52.3% | +57.5% | -5.2% | +38.4% |
| 1Y | +63.6% | +75.7% | -12.1% | +45.4% |
| 3Y | +3.8% | +19.5% | -15.7% | -5.4% |
| 5Y | +128.6% | +83.8% | +44.9% | +87.3% |
| 10Y | -3.1% | +1,772.4% | -1,775.4% | -46.5% |
| All | +958.5% | +10,808.2% | -9,849.7% | +282.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling