+76.6%
XOM vs LSCC
+104.5%
-27.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +8.4% | -9.1% | -0.9% |
| 7D | -8.3% | +19.3% | -27.6% | -8.7% |
| 30D | -2.5% | -9.6% | +7.2% | -2.2% |
| 3M | +8.3% | -12.4% | +20.7% | +8.7% |
| 6M | +15.5% | -10.5% | +25.9% | +15.2% |
| YTD | +39.6% | +54.8% | -15.2% | +32.9% |
| 1Y | +44.6% | +79.4% | -34.8% | +35.8% |
| 3Y | +76.6% | +109.6% | -33.0% | +59.9% |
| All | +76.6% | +104.5% | -27.9% | +59.9% |
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