+215.2%
XLY vs LSCC
+1,943.7%
-1,728.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.9% | -4.0% | -0.3% |
| 7D | -1.7% | +3.3% | -5.0% | -2.5% |
| 30D | -4.2% | -7.4% | +3.2% | -2.7% |
| 3M | -2.7% | -16.2% | +13.5% | +0.2% |
| 6M | -0.6% | +31.9% | -32.5% | -9.9% |
| YTD | -5.0% | +62.8% | -67.8% | -19.3% |
| 1Y | -4.1% | +81.4% | -85.5% | -21.5% |
| 3Y | +33.6% | +33.1% | +0.5% | +11.0% |
| 5Y | +28.7% | +90.8% | -62.0% | -7.6% |
| All | +215.2% | +1,943.7% | -1,728.5% | +39.7% |
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 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