+24.3%
XLP vs LSCC
+57.8%
-33.5%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.3% | +2.1% | +3.4% |
| 7D | +5.9% | +3.0% | +2.9% | +6.2% |
| 30D | +13.5% | -19.3% | +32.7% | +12.6% |
| 3M | +8.4% | -22.3% | +30.7% | +7.6% |
| 6M | +11.5% | -14.6% | +26.1% | +10.4% |
| YTD | +20.6% | +45.8% | -25.1% | +18.0% |
| 1Y | +24.3% | +69.6% | -45.3% | +21.4% |
| All | +24.3% | +57.8% | -33.5% | +21.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling