+174.3%
XLE vs LSCC
+1,772.4%
-1,598.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -2.9% | -1.2% |
| 7D | +2.2% | +1.3% | +0.9% | +2.0% |
| 30D | +11.8% | -9.7% | +21.4% | +13.5% |
| 3M | +9.8% | -23.7% | +33.5% | +13.6% |
| 6M | +15.6% | +26.5% | -10.9% | +7.6% |
| YTD | +45.3% | +57.5% | -12.3% | +28.9% |
| 1Y | +48.3% | +75.7% | -27.4% | +28.0% |
| 3Y | +55.4% | +19.5% | +36.0% | +37.4% |
| 5Y | +216.1% | +83.8% | +132.3% | +138.4% |
| All | +174.3% | +1,772.4% | -1,598.1% | +23.8% |
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