+822.8%
XLB vs LSCC
+833.6%
-10.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -8.6% | +5.7% | -1.4% |
| 7D | -0.4% | -4.8% | +4.4% | +0.2% |
| 30D | +5.2% | -27.1% | +32.3% | +10.6% |
| 3M | -0.1% | -23.6% | +23.5% | +3.7% |
| 6M | +2.4% | -19.8% | +22.2% | +4.0% |
| YTD | +16.9% | +33.2% | -16.4% | +7.1% |
| 1Y | +25.0% | +55.2% | -30.2% | +11.2% |
| 3Y | +40.7% | +70.1% | -29.4% | +17.2% |
| 5Y | +31.6% | +19.5% | +12.1% | +12.3% |
| 10Y | +175.3% | +1,164.9% | -989.6% | +45.2% |
| All | +822.8% | +833.6% | -10.8% | +263.6% |
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