+41.6%
XLC vs LSCC
+40.9%
+0.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +0.8% |
| 7D | +6.2% | +5.0% | +1.2% | +5.2% |
| 30D | -2.4% | -11.7% | +9.4% | -0.8% |
| 3M | -3.3% | -13.3% | +10.0% | -1.9% |
| 6M | -7.3% | -12.5% | +5.2% | -7.6% |
| YTD | -7.6% | +51.2% | -58.8% | -19.1% |
| 1Y | -3.7% | +65.9% | -69.6% | -17.5% |
| 3Y | +62.9% | +95.3% | -32.4% | +24.3% |
| 5Y | +41.6% | +38.6% | +3.0% | +4.9% |
| All | +41.6% | +40.9% | +0.7% | +4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling