+142.5%
XLC vs LSCC
+1,680.3%
-1,537.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.2% | -1.6% |
| 7D | -0.8% | +1.3% | -2.2% | -1.1% |
| 30D | +1.0% | -9.7% | +10.7% | +2.9% |
| 3M | -0.7% | -23.7% | +23.0% | +3.3% |
| 6M | -5.1% | +26.5% | -31.6% | -12.4% |
| YTD | -4.3% | +57.5% | -61.8% | -16.5% |
| 1Y | -0.6% | +75.7% | -76.2% | -16.0% |
| 3Y | +72.7% | +19.5% | +53.2% | +50.3% |
| 5Y | +38.0% | +83.8% | -45.8% | +1.6% |
| All | +142.5% | +1,680.3% | -1,537.9% | +8.3% |
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