+163.9%
XLE vs LSCC
+1,333.6%
-1,169.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.8% | +0.8% |
| 7D | -6.7% | +5.0% | -11.7% | -7.6% |
| 30D | -4.4% | -11.7% | +7.3% | -3.0% |
| 3M | +4.0% | -13.3% | +17.3% | +5.3% |
| 6M | +13.2% | -12.5% | +25.7% | +12.6% |
| YTD | +41.9% | +51.2% | -9.3% | +25.3% |
| 1Y | +41.6% | +65.9% | -24.3% | +22.5% |
| 3Y | +64.0% | +95.3% | -31.4% | +29.2% |
| 5Y | +158.1% | +38.6% | +119.5% | +105.9% |
| 10Y | +163.9% | +1,352.3% | -1,188.4% | +18.4% |
| All | +163.9% | +1,333.6% | -1,169.7% | +18.4% |
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