+135.8%
XLC vs LSCC
+1,785.9%
-1,650.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +10.4% | -9.6% | -1.2% |
| 7D | +3.5% | +14.5% | -11.0% | +0.5% |
| 30D | -2.6% | -0.1% | -2.5% | -3.2% |
| 3M | -2.1% | -2.7% | +0.6% | -2.8% |
| 6M | -5.5% | -4.8% | -0.7% | -7.4% |
| YTD | -6.9% | +66.9% | -73.8% | -20.6% |
| 1Y | -3.7% | +85.8% | -89.6% | -20.0% |
| 3Y | +64.2% | +115.6% | -51.4% | +22.7% |
| 5Y | +43.0% | +48.8% | -5.8% | +9.9% |
| All | +135.8% | +1,785.9% | -1,650.0% | +3.0% |
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