+59.3%
XLF vs LSCC
+33.9%
+25.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.5% | +6.3% | +1.5% |
| 7D | +2.7% | +7.0% | -4.3% | +1.6% |
| 30D | +7.6% | -2.3% | +9.9% | +7.4% |
| 3M | +1.1% | -12.5% | +13.6% | +2.0% |
| 6M | +15.9% | -10.6% | +26.5% | +15.2% |
| YTD | +8.4% | +52.7% | -44.2% | -2.0% |
| 1Y | +12.5% | +74.0% | -61.5% | -0.6% |
| 3Y | +81.6% | +104.8% | -23.2% | +47.3% |
| All | +59.3% | +33.9% | +25.3% | +28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling