+167.2%
XLE vs LSCC
+1,244.7%
-1,077.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.1% | -7.1% | -1.2% |
| 7D | -12.0% | +13.0% | -25.0% | -13.9% |
| 30D | -2.7% | -19.8% | +17.1% | +0.3% |
| 3M | +6.6% | -18.4% | +25.0% | +9.0% |
| 6M | +9.5% | -16.1% | +25.6% | +9.7% |
| YTD | +40.6% | +42.7% | -2.2% | +25.3% |
| 1Y | +43.6% | +68.0% | -24.4% | +23.7% |
| 3Y | +58.1% | +85.8% | -27.8% | +25.6% |
| 5Y | +152.2% | +28.0% | +124.1% | +104.4% |
| All | +167.2% | +1,244.7% | -1,077.5% | +22.2% |
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