+34.4%
XLV vs LSCC
+82.7%
-48.3%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | -0.2% |
| 7D | -3.7% | +1.4% | -5.1% | -3.8% |
| 30D | -1.1% | -10.0% | +8.9% | -0.3% |
| 3M | +8.2% | -16.1% | +24.3% | +9.1% |
| 6M | +8.9% | +27.4% | -18.5% | +4.7% |
| YTD | +8.5% | +56.9% | -48.4% | +1.8% |
| 1Y | +22.3% | +74.6% | -52.3% | +13.0% |
| 3Y | +32.6% | +26.0% | +6.7% | +23.4% |
| 5Y | +34.4% | +86.1% | -51.7% | +9.4% |
| All | +34.4% | +82.7% | -48.3% | +9.4% |
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