+251.6%
XLF vs LSCC
+1,833.8%
-1,582.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.1% |
| 7D | -1.0% | +1.4% | -2.4% | -1.3% |
| 30D | -1.3% | -10.0% | +8.7% | +0.3% |
| 3M | +9.1% | -16.1% | +25.2% | +11.2% |
| 6M | +14.4% | +27.4% | -13.0% | +6.9% |
| YTD | +5.1% | +56.9% | -51.8% | -6.2% |
| 1Y | +8.6% | +74.6% | -65.9% | -5.6% |
| 3Y | +74.4% | +26.0% | +48.5% | +53.2% |
| 5Y | +64.4% | +86.1% | -21.8% | +25.6% |
| 10Y | +251.6% | +1,830.6% | -1,579.0% | +72.3% |
| All | +251.6% | +1,833.8% | -1,582.2% | +72.3% |
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