+643.4%
XLU vs LSCC
+1,003.8%
-360.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.1% |
| 7D | +0.8% | +1.3% | -0.5% | +0.7% |
| 30D | -1.3% | -9.7% | +8.3% | -0.5% |
| 3M | -1.3% | -23.7% | +22.4% | +0.4% |
| 6M | -7.6% | +26.5% | -34.1% | -10.4% |
| YTD | +2.3% | +57.5% | -55.2% | -2.9% |
| 1Y | +5.8% | +75.7% | -69.9% | -0.9% |
| 3Y | +50.5% | +19.5% | +31.1% | +42.0% |
| 5Y | +44.1% | +83.8% | -39.6% | +27.4% |
| 10Y | +138.2% | +1,772.4% | -1,634.2% | +63.4% |
| All | +643.4% | +1,003.8% | -360.4% | +313.1% |
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