+1,184.6%
XLY vs LSCC
+970.0%
+214.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.5% | +5.1% | +0.7% |
| 7D | +2.0% | +7.0% | -4.9% | +0.5% |
| 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% | +1.1% |
| YTD | +1.1% | +52.7% | -51.6% | -10.6% |
| 1Y | +4.3% | +74.0% | -69.7% | -10.3% |
| 3Y | +51.8% | +104.8% | -53.0% | +20.7% |
| 5Y | +22.8% | +36.2% | -13.5% | +2.4% |
| 10Y | +233.4% | +1,355.3% | -1,121.9% | +71.1% |
| All | +1,184.6% | +970.0% | +214.6% | +371.2% |
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