+43.7%
XLP vs LSCC
+69.3%
-25.6%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -8.6% | +7.8% | -0.8% |
| 7D | +3.5% | -4.8% | +8.3% | +3.5% |
| 30D | +11.6% | -27.1% | +38.7% | +11.5% |
| 3M | +7.6% | -23.6% | +31.2% | +7.6% |
| 6M | +10.0% | -19.8% | +29.9% | +9.5% |
| YTD | +19.7% | +33.2% | -13.5% | +17.4% |
| 1Y | +23.5% | +55.2% | -31.8% | +20.6% |
| All | +43.7% | +69.3% | -25.6% | +36.9% |
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