+168.8%
XLB vs LSCC
+1,498.6%
-1,329.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +10.4% | -10.0% | -1.7% |
| 7D | -1.6% | +14.5% | -16.1% | -4.4% |
| 30D | +7.2% | -0.1% | +7.3% | +6.4% |
| 3M | 0.0% | -2.7% | +2.7% | -0.7% |
| 6M | +2.3% | -4.8% | +7.1% | +0.4% |
| YTD | +18.4% | +66.9% | -48.4% | +2.1% |
| 1Y | +23.3% | +85.8% | -62.5% | +3.7% |
| 3Y | +45.2% | +115.6% | -70.4% | +11.1% |
| 5Y | +31.0% | +48.8% | -17.9% | +2.8% |
| 10Y | +168.8% | +1,490.3% | -1,321.5% | +23.0% |
| All | +168.8% | +1,498.6% | -1,329.8% | +23.0% |
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