+169.9%
XLV vs LSCC
+1,847.8%
-1,677.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.6% | -0.4% |
| 7D | -4.4% | +0.4% | -4.8% | -4.4% |
| 30D | -1.4% | -9.5% | +8.1% | -0.4% |
| 3M | +8.9% | -13.8% | +22.6% | +9.8% |
| 6M | +9.1% | +24.5% | -15.4% | +4.2% |
| YTD | +7.9% | +55.1% | -47.2% | -0.3% |
| 1Y | +22.7% | +72.5% | -49.8% | +11.3% |
| 3Y | +31.9% | +24.5% | +7.4% | +20.4% |
| 5Y | +34.9% | +81.8% | -46.9% | +11.0% |
| All | +169.9% | +1,847.8% | -1,677.9% | +52.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling