+191.3%
XOM vs LSCC
+1,833.8%
-1,642.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +4.0% | +2.4% |
| 7D | 0.0% | +1.4% | -1.3% | -0.1% |
| 30D | +3.4% | -10.0% | +13.5% | +4.6% |
| 3M | +11.0% | -16.1% | +27.1% | +12.3% |
| 6M | +10.6% | +27.4% | -16.8% | +4.8% |
| YTD | +39.2% | +56.9% | -17.7% | +27.5% |
| 1Y | +52.7% | +74.6% | -21.9% | +37.0% |
| 3Y | +56.8% | +26.0% | +30.8% | +41.7% |
| 5Y | +261.8% | +86.1% | +175.7% | +190.5% |
| 10Y | +191.3% | +1,830.6% | -1,639.3% | +57.4% |
| All | +191.3% | +1,833.8% | -1,642.5% | +57.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling