+41.4%
XLB vs LSCC
+69.3%
-27.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -8.6% | +5.7% | -1.7% |
| 7D | -0.4% | -4.8% | +4.4% | +0.1% |
| 30D | +5.2% | -27.1% | +32.3% | +9.6% |
| 3M | -0.1% | -23.6% | +23.5% | +3.0% |
| 6M | +2.4% | -19.8% | +22.2% | +3.5% |
| YTD | +16.9% | +33.2% | -16.4% | +7.4% |
| 1Y | +25.0% | +55.2% | -30.2% | +11.7% |
| All | +41.4% | +69.3% | -27.9% | +15.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling