+1,021.9%
XLE vs LSCC
+921.4%
+100.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.3% | -6.0% | -4.9% |
| 7D | -7.2% | +3.0% | -10.2% | -7.9% |
| 30D | +0.1% | -19.3% | +19.4% | +3.0% |
| 3M | +9.2% | -22.3% | +31.5% | +12.5% |
| 6M | +8.4% | -14.6% | +23.0% | +8.4% |
| YTD | +44.9% | +45.8% | -0.9% | +30.9% |
| 1Y | +49.9% | +69.6% | -19.8% | +31.8% |
| 3Y | +61.1% | +86.1% | -25.0% | +33.1% |
| 5Y | +163.4% | +30.7% | +132.6% | +120.8% |
| 10Y | +181.4% | +1,283.9% | -1,102.5% | +50.8% |
| All | +1,021.9% | +921.4% | +100.5% | +349.8% |
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 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