+51.8%
XLY vs LSCC
+99.6%
-47.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.5% | +5.1% | +0.6% |
| 7D | +2.0% | +7.0% | -4.9% | +0.6% |
| 30D | +7.6% | -2.3% | +9.9% | +7.3% |
| 3M | +1.5% | -12.5% | +14.0% | +2.9% |
| 6M | +1.5% | -10.6% | +12.1% | +1.0% |
| YTD | +1.1% | +52.7% | -51.6% | -11.7% |
| 1Y | +4.3% | +74.0% | -69.7% | -11.8% |
| 3Y | +51.8% | +104.8% | -53.0% | +15.6% |
| All | +51.8% | +99.6% | -47.9% | +15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling