+3.6%
XLY vs LSCC
+57.8%
-54.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.3% | +3.0% | +4.1% |
| 7D | +6.1% | +3.0% | +3.1% | +5.7% |
| 30D | +10.8% | -19.3% | +30.1% | +13.1% |
| 3M | +3.6% | -22.3% | +25.9% | +6.1% |
| 6M | +4.4% | -14.6% | +18.9% | +4.5% |
| YTD | +3.1% | +45.8% | -42.7% | -4.8% |
| 1Y | +3.6% | +69.6% | -66.0% | -7.5% |
| All | +3.6% | +57.8% | -54.3% | -7.5% |
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 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