+1,127.6%
XLY vs LSCC
+1,003.8%
+123.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.0% | -3.3% | -1.7% |
| 7D | -2.0% | +1.3% | -3.3% | -2.2% |
| 30D | -3.1% | -9.7% | +6.5% | -1.4% |
| 3M | -1.8% | -23.7% | +21.9% | +2.2% |
| 6M | -0.9% | +26.5% | -27.4% | -7.3% |
| YTD | -3.4% | +57.5% | -60.9% | -14.1% |
| 1Y | -1.5% | +75.7% | -77.2% | -14.9% |
| 3Y | +38.8% | +19.5% | +19.3% | +23.3% |
| 5Y | +30.5% | +83.8% | -53.3% | +4.0% |
| 10Y | +215.3% | +1,772.4% | -1,557.1% | +55.8% |
| All | +1,127.6% | +1,003.8% | +123.8% | +352.5% |
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 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