+61.0%
XLC vs LSCC
+81.4%
-20.4%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.1% | -6.7% | -0.3% |
| 7D | +4.9% | +13.0% | -8.1% | +3.5% |
| 30D | -5.8% | -19.8% | +14.0% | -4.0% |
| 3M | -5.4% | -18.4% | +13.0% | -4.0% |
| 6M | -10.2% | -16.1% | +5.9% | -10.1% |
| YTD | -10.2% | +42.7% | -52.9% | -17.1% |
| 1Y | -5.6% | +68.0% | -73.6% | -15.1% |
| 3Y | +61.0% | +85.8% | -24.8% | +34.9% |
| All | +61.0% | +81.4% | -20.4% | +34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling