+719.7%
XLK vs LSCC
+1,351.6%
-631.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.5% | +3.5% | -0.3% |
| 7D | +3.4% | +7.0% | -3.6% | +0.9% |
| 30D | -10.6% | -2.3% | -8.3% | -10.6% |
| 3M | -10.6% | -12.5% | +1.9% | -8.0% |
| 6M | -3.5% | -10.6% | +7.1% | -2.2% |
| YTD | +18.7% | +52.7% | -34.0% | -0.4% |
| 1Y | +19.4% | +74.0% | -54.5% | -4.1% |
| 3Y | +94.5% | +104.8% | -10.3% | +37.3% |
| 5Y | +111.2% | +36.2% | +75.0% | +58.7% |
| All | +719.7% | +1,351.6% | -631.9% | +204.7% |
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