+26.9%
XLV vs LSCC
+72.9%
-45.9%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.0% | -3.0% | -1.0% |
| 7D | +0.2% | +1.3% | -1.1% | +0.2% |
| 30D | +4.4% | -9.7% | +14.1% | +4.4% |
| 3M | +13.2% | -23.7% | +36.9% | +13.6% |
| 6M | +10.1% | +26.5% | -16.4% | +6.3% |
| YTD | +11.7% | +57.5% | -45.8% | +6.3% |
| 1Y | +26.9% | +75.7% | -48.8% | +19.6% |
| All | +26.9% | +72.9% | -45.9% | +19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling