+124.6%
XLP vs LSCC
+1,244.7%
-1,120.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +7.1% | -8.4% | -1.7% |
| 7D | +0.7% | +13.0% | -12.2% | 0.0% |
| 30D | +10.3% | -19.8% | +30.1% | +11.5% |
| 3M | +6.5% | -18.4% | +24.9% | +7.4% |
| 6M | +8.4% | -16.1% | +24.5% | +8.3% |
| YTD | +18.2% | +42.7% | -24.5% | +12.9% |
| 1Y | +22.4% | +68.0% | -45.6% | +15.4% |
| 3Y | +41.9% | +85.8% | -43.9% | +28.9% |
| 5Y | +40.9% | +28.0% | +12.8% | +28.6% |
| All | +124.6% | +1,244.7% | -1,120.1% | +56.4% |
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 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