+126.6%
XLC vs LSCC
+1,405.8%
-1,279.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -8.6% | +8.0% | +1.1% |
| 7D | +3.1% | -4.8% | +7.9% | +3.8% |
| 30D | -6.5% | -27.1% | +20.6% | -1.2% |
| 3M | -5.6% | -23.6% | +18.0% | -1.6% |
| 6M | -9.2% | -19.8% | +10.6% | -8.1% |
| YTD | -10.6% | +33.2% | -43.8% | -20.2% |
| 1Y | -6.9% | +55.2% | -62.1% | -19.9% |
| 3Y | +59.9% | +70.1% | -10.2% | +25.4% |
| 5Y | +34.7% | +19.5% | +15.1% | +8.0% |
| All | +126.6% | +1,405.8% | -1,279.3% | +3.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling