+2.4%
XLB vs LSCC
-19.6%
+22.0%
-9.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -8.6% | +5.7% | -2.6% |
| 7D | -0.4% | -4.8% | +4.4% | -0.1% |
| 30D | +5.2% | -27.1% | +32.3% | +7.0% |
| 3M | -0.1% | -23.6% | +23.5% | +1.1% |
| 6M | +2.4% | -19.8% | +22.2% | 0.0% |
| All | +2.4% | -19.6% | +22.0% | 0.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling