+136.0%
XLC vs LSCC
+1,625.8%
-1,489.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.5% | +6.5% | +2.1% |
| 7D | +3.7% | +7.0% | -3.3% | +2.2% |
| 30D | -1.9% | -2.3% | +0.4% | -2.2% |
| 3M | -3.1% | -12.5% | +9.4% | -1.9% |
| 6M | -6.4% | -10.6% | +4.2% | -7.2% |
| YTD | -6.8% | +52.7% | -59.5% | -19.2% |
| 1Y | -1.7% | +74.0% | -75.7% | -17.4% |
| 3Y | +64.7% | +104.8% | -40.1% | +24.0% |
| 5Y | +41.1% | +36.2% | +4.8% | +10.2% |
| All | +136.0% | +1,625.8% | -1,489.8% | +4.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling