+43.8%
XLU vs LSCC
+82.7%
-38.9%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.6% | -1.1% |
| 7D | +0.6% | +1.4% | -0.7% | +0.6% |
| 30D | -0.4% | -10.0% | +9.6% | 0.0% |
| 3M | -1.7% | -16.1% | +14.3% | -1.2% |
| 6M | -7.1% | +27.4% | -34.5% | -8.8% |
| YTD | +1.9% | +56.9% | -55.0% | -1.2% |
| 1Y | +6.1% | +74.6% | -68.5% | +2.1% |
| 3Y | +48.8% | +26.0% | +22.8% | +43.8% |
| 5Y | +43.8% | +86.1% | -42.3% | +28.9% |
| All | +43.8% | +82.7% | -38.9% | +28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling