+820.5%
XLB vs LSCC
+1,003.8%
-183.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -0.7% |
| 7D | -1.4% | +1.3% | -2.7% | -1.6% |
| 30D | -0.4% | -9.7% | +9.3% | +1.3% |
| 3M | +2.0% | -23.7% | +25.7% | +5.8% |
| 6M | +1.8% | +26.5% | -24.7% | -4.4% |
| YTD | +16.6% | +57.5% | -40.9% | +4.6% |
| 1Y | +16.9% | +75.7% | -58.7% | +2.3% |
| 3Y | +32.6% | +19.5% | +13.1% | +18.4% |
| 5Y | +35.6% | +83.8% | -48.1% | +7.9% |
| 10Y | +160.0% | +1,772.4% | -1,612.3% | +28.6% |
| All | +820.5% | +1,003.8% | -183.3% | +255.2% |
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