+133.1%
XLC vs LSCC
+1,649.5%
-1,516.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +8.4% | -6.0% | +0.8% |
| 7D | +7.1% | +19.3% | -12.2% | +3.2% |
| 30D | -2.7% | -9.6% | +6.9% | -1.4% |
| 3M | -3.2% | -12.4% | +9.2% | -1.8% |
| 6M | -7.7% | -10.5% | +2.8% | -8.4% |
| YTD | -8.0% | +54.8% | -62.8% | -20.3% |
| 1Y | -3.1% | +79.4% | -82.4% | -18.9% |
| 3Y | +64.9% | +109.6% | -44.7% | +23.7% |
| 5Y | +39.5% | +40.4% | -0.8% | +8.4% |
| All | +133.1% | +1,649.5% | -1,516.3% | +3.4% |
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