+233.0%
XLI vs LSCC
+1,244.7%
-1,011.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.1% | -7.0% | -1.3% |
| 7D | -2.8% | +13.0% | -15.8% | -5.3% |
| 30D | -3.1% | -19.8% | +16.7% | +0.6% |
| 3M | -11.7% | -18.4% | +6.7% | -9.0% |
| 6M | -7.6% | -16.1% | +8.6% | -6.4% |
| YTD | +5.7% | +42.7% | -37.0% | -4.9% |
| 1Y | +7.8% | +68.0% | -60.2% | -6.3% |
| 3Y | +67.4% | +85.8% | -18.5% | +34.7% |
| 5Y | +64.8% | +28.0% | +36.8% | +35.5% |
| All | +233.0% | +1,244.7% | -1,011.7% | +58.2% |
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 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