+661.7%
XLU vs LSCC
+1,069.2%
-407.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +10.4% | -10.1% | -0.7% |
| 7D | +0.5% | +14.5% | -14.0% | -0.8% |
| 30D | +5.3% | -0.1% | +5.3% | +4.9% |
| 3M | +1.2% | -2.7% | +3.8% | +0.8% |
| 6M | -1.6% | -4.8% | +3.2% | -2.3% |
| YTD | +4.8% | +66.9% | -62.1% | -1.5% |
| 1Y | +0.5% | +85.8% | -85.4% | -6.5% |
| 3Y | +58.9% | +115.6% | -56.7% | +41.8% |
| 5Y | +52.7% | +48.8% | +3.9% | +37.3% |
| 10Y | +161.0% | +1,490.3% | -1,329.3% | +81.2% |
| All | +661.7% | +1,069.2% | -407.5% | +319.2% |
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