+54.4%
XOM vs LSCC
+24.1%
+30.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.0% | -3.7% | -1.8% |
| 7D | +1.8% | +1.3% | +0.5% | +1.7% |
| 30D | +5.9% | -9.7% | +15.5% | +6.2% |
| 3M | +5.6% | -23.7% | +29.3% | +6.5% |
| 6M | +7.9% | +26.5% | -18.6% | +4.8% |
| YTD | +35.2% | +57.5% | -22.3% | +28.8% |
| 1Y | +46.0% | +75.7% | -29.7% | +37.4% |
| All | +54.4% | +24.1% | +30.4% | +52.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling