+234.4%
XLF vs LSCC
+1,398.6%
-1,164.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +8.4% | -7.0% | 0.0% |
| 7D | +0.7% | +19.3% | -18.6% | -2.4% |
| 30D | +6.0% | -9.6% | +15.6% | +7.1% |
| 3M | +1.0% | -12.4% | +13.4% | +2.2% |
| 6M | +14.0% | -10.5% | +24.4% | +13.2% |
| YTD | +7.2% | +54.8% | -47.6% | -5.2% |
| 1Y | +11.6% | +79.4% | -67.8% | -4.2% |
| 3Y | +81.2% | +109.6% | -28.4% | +41.7% |
| 5Y | +57.9% | +40.4% | +17.5% | +26.7% |
| 10Y | +234.4% | +1,379.1% | -1,144.7% | +59.9% |
| All | +234.4% | +1,398.6% | -1,164.1% | +59.9% |
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