+54.0%
XLV vs LSCC
+33.9%
+20.1%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.5% | +6.0% | +0.9% |
| 7D | +2.2% | +7.0% | -4.8% | +1.6% |
| 30D | +8.6% | -2.3% | +10.9% | +8.4% |
| 3M | +12.6% | -12.5% | +25.1% | +13.2% |
| 6M | +29.8% | -10.6% | +40.4% | +29.0% |
| YTD | +23.5% | +52.7% | -29.2% | +15.5% |
| 1Y | +25.7% | +74.0% | -48.3% | +15.9% |
| 3Y | +56.3% | +104.8% | -48.5% | +36.5% |
| All | +54.0% | +33.9% | +20.1% | +32.8% |
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