+415.6%
XLF vs LSCC
+900.2%
-484.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.1% | -7.7% | -2.0% |
| 7D | +1.2% | +13.0% | -11.8% | -1.5% |
| 30D | +6.3% | -19.8% | +26.2% | +10.3% |
| 3M | -0.8% | -18.4% | +17.6% | +2.0% |
| 6M | +11.0% | -16.1% | +27.2% | +11.6% |
| YTD | +5.6% | +42.7% | -37.1% | -6.1% |
| 1Y | +10.8% | +68.0% | -57.2% | -5.0% |
| 3Y | +77.8% | +85.8% | -8.0% | +40.4% |
| 5Y | +55.6% | +28.0% | +27.6% | +26.1% |
| 10Y | +252.5% | +1,255.1% | -1,002.6% | +60.0% |
| All | +415.6% | +900.2% | -484.6% | +59.0% |
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