+127.5%
XLC vs LSCC
+1,513.2%
-1,385.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.1% | -6.7% | -0.9% |
| 7D | +4.9% | +13.0% | -8.1% | +2.2% |
| 30D | -5.8% | -19.8% | +14.0% | -2.3% |
| 3M | -5.4% | -18.4% | +13.0% | -2.8% |
| 6M | -10.2% | -16.1% | +5.9% | -9.8% |
| YTD | -10.2% | +42.7% | -52.9% | -20.9% |
| 1Y | -5.6% | +68.0% | -73.6% | -20.1% |
| 3Y | +61.0% | +85.8% | -24.8% | +23.9% |
| 5Y | +35.2% | +28.0% | +7.2% | +7.0% |
| All | +127.5% | +1,513.2% | -1,385.7% | +2.6% |
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 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