+71.5%
XLI vs LSCC
+99.6%
-28.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.5% | +5.1% | +0.6% |
| 7D | +3.8% | +7.0% | -3.2% | +2.4% |
| 30D | +1.0% | -2.3% | +3.3% | +0.9% |
| 3M | -8.9% | -12.5% | +3.6% | -7.6% |
| 6M | -2.3% | -10.6% | +8.3% | -2.4% |
| YTD | +9.7% | +52.7% | -43.0% | -1.4% |
| 1Y | +12.3% | +74.0% | -61.7% | -1.5% |
| 3Y | +71.5% | +104.8% | -33.3% | +38.9% |
| All | +71.5% | +99.6% | -28.2% | +38.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling