+508.9%
XLP vs LSCC
+1,003.8%
-494.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.8% | -0.9% |
| 7D | -1.0% | +1.3% | -2.3% | -1.1% |
| 30D | -0.9% | -9.7% | +8.8% | -0.3% |
| 3M | +3.8% | -23.7% | +27.5% | +5.1% |
| 6M | -1.7% | +26.5% | -28.2% | -4.1% |
| YTD | +10.3% | +57.5% | -47.3% | +5.8% |
| 1Y | +7.8% | +75.7% | -67.9% | +2.4% |
| 3Y | +27.2% | +19.5% | +7.7% | +21.5% |
| 5Y | +32.5% | +83.8% | -51.2% | +20.6% |
| 10Y | +101.8% | +1,772.4% | -1,670.6% | +53.0% |
| All | +508.9% | +1,003.8% | -494.9% | +283.8% |
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