+1,320.0%
XLK vs LSCC
+959.5%
+360.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.2% | -0.5% |
| 7D | -4.3% | +5.0% | -9.3% | -5.7% |
| 30D | -15.0% | -11.7% | -3.3% | -12.3% |
| 3M | -9.2% | -13.3% | +4.1% | -6.3% |
| 6M | -3.5% | -12.5% | +9.0% | -1.5% |
| YTD | +17.7% | +51.2% | -33.4% | +0.7% |
| 1Y | +14.9% | +65.9% | -51.0% | -4.7% |
| 3Y | +91.8% | +95.3% | -3.6% | +42.3% |
| 5Y | +113.1% | +38.6% | +74.4% | +66.2% |
| 10Y | +703.1% | +1,352.3% | -649.2% | +191.8% |
| All | +1,320.0% | +959.5% | +360.5% | +261.4% |
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