+52.6%
XOM vs LSCC
+57.8%
-5.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.3% | -5.9% | -4.5% |
| 7D | -7.0% | +3.0% | -10.0% | -6.6% |
| 30D | +3.2% | -19.3% | +22.5% | +2.0% |
| 3M | +10.7% | -22.3% | +32.9% | +9.4% |
| 6M | +11.6% | -14.6% | +26.2% | +11.6% |
| YTD | +43.5% | +45.8% | -2.3% | +41.8% |
| 1Y | +52.6% | +69.6% | -17.0% | +48.2% |
| All | +52.6% | +57.8% | -5.2% | +48.2% |
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 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