+50.5%
XOM vs LSCC
+75.5%
-25.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.6% | +0.8% |
| 7D | -2.4% | +5.2% | -7.6% | -2.1% |
| 30D | +5.7% | -9.6% | +15.3% | +5.1% |
| 3M | +6.6% | -17.8% | +24.3% | +5.9% |
| 6M | +7.7% | +37.4% | -29.8% | +7.1% |
| YTD | +36.2% | +59.7% | -23.5% | +35.1% |
| 1Y | +50.5% | +76.2% | -25.7% | +51.2% |
| All | +50.5% | +75.5% | -25.0% | +51.2% |
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