+46.0%
XOM vs LSCC
+72.9%
-26.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.0% | -3.7% | -1.6% |
| 7D | +1.8% | +1.3% | +0.5% | +1.8% |
| 30D | +5.9% | -9.7% | +15.5% | +5.3% |
| 3M | +5.6% | -23.7% | +29.3% | +4.6% |
| 6M | +7.9% | +26.5% | -18.6% | +7.7% |
| YTD | +35.2% | +57.5% | -22.3% | +34.0% |
| 1Y | +46.0% | +75.7% | -29.7% | +46.6% |
| All | +46.0% | +72.9% | -26.9% | +46.6% |
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 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