+152.2%
XLE vs LSCC
+18.7%
+133.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -8.6% | +5.6% | -2.1% |
| 7D | -10.3% | -4.8% | -5.5% | -10.0% |
| 30D | -3.3% | -27.1% | +23.8% | -0.4% |
| 3M | +8.2% | -23.6% | +31.8% | +10.6% |
| 6M | +5.0% | -19.8% | +24.9% | +5.6% |
| YTD | +40.6% | +33.2% | +7.3% | +30.6% |
| 1Y | +45.0% | +55.2% | -10.2% | +31.6% |
| 3Y | +56.3% | +70.1% | -13.8% | +33.9% |
| 5Y | +152.2% | +19.5% | +132.7% | +117.7% |
| All | +152.2% | +18.7% | +133.5% | +117.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling