+988.5%
XLE vs LSCC
+833.6%
+154.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -8.6% | +5.6% | -1.6% |
| 7D | -10.3% | -4.8% | -5.5% | -9.9% |
| 30D | -3.3% | -27.1% | +23.8% | +1.1% |
| 3M | +8.2% | -23.6% | +31.8% | +11.8% |
| 6M | +5.0% | -19.8% | +24.9% | +6.1% |
| YTD | +40.6% | +33.2% | +7.3% | +28.8% |
| 1Y | +45.0% | +55.2% | -10.2% | +29.3% |
| 3Y | +56.3% | +70.1% | -13.8% | +31.0% |
| 5Y | +152.2% | +19.5% | +132.7% | +114.4% |
| 10Y | +173.0% | +1,164.9% | -991.9% | +48.4% |
| All | +988.5% | +833.6% | +154.9% | +342.6% |
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