+899.8%
XLV vs LSCC
+1,019.0%
-119.1%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.9% | -2.7% |
| 7D | -2.6% | +5.2% | -7.8% | -3.3% |
| 30D | +0.9% | -9.6% | +10.5% | +2.0% |
| 3M | +10.0% | -17.8% | +27.8% | +11.6% |
| 6M | +10.4% | +37.4% | -27.0% | +4.2% |
| YTD | +8.9% | +59.7% | -50.8% | +0.4% |
| 1Y | +23.4% | +76.2% | -52.9% | +11.8% |
| 3Y | +33.1% | +28.2% | +4.9% | +20.9% |
| 5Y | +33.3% | +87.2% | -53.9% | +11.4% |
| 10Y | +170.8% | +1,795.0% | -1,624.2% | +58.9% |
| All | +899.8% | +1,019.0% | -119.1% | +379.7% |
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