+35.0%
XLB vs LSCC
+20.0%
+15.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -0.6% |
| 7D | -1.4% | +1.3% | -2.7% | -1.6% |
| 30D | -0.4% | -9.7% | +9.3% | +1.0% |
| 3M | +2.0% | -23.7% | +25.7% | +5.2% |
| 6M | +1.8% | +26.5% | -24.7% | -3.9% |
| YTD | +16.6% | +57.5% | -40.9% | +5.7% |
| 1Y | +16.9% | +75.7% | -58.7% | +3.6% |
| All | +35.0% | +20.0% | +15.0% | +20.0% |
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 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