+9.1%
XLF vs LSCC
+72.9%
-63.7%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.8% | -0.9% |
| 7D | 0.0% | +1.3% | -1.3% | 0.0% |
| 30D | +0.2% | -9.7% | +9.8% | +0.5% |
| 3M | +11.7% | -23.7% | +35.4% | +12.5% |
| 6M | +13.8% | +26.5% | -12.7% | +10.1% |
| YTD | +7.0% | +57.5% | -50.5% | +1.7% |
| 1Y | +9.1% | +75.7% | -66.5% | +3.2% |
| All | +9.1% | +72.9% | -63.7% | +3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling