+4,261.5%
XOM vs LSCC
+10,808.2%
-6,546.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.0% | -3.7% | -1.9% |
| 7D | +1.8% | +1.3% | +0.5% | +1.6% |
| 30D | +5.9% | -9.7% | +15.5% | +6.7% |
| 3M | +5.6% | -23.7% | +29.3% | +7.5% |
| 6M | +7.9% | +26.5% | -18.6% | +3.9% |
| YTD | +35.2% | +57.5% | -22.3% | +27.2% |
| 1Y | +46.0% | +75.7% | -29.7% | +35.4% |
| 3Y | +55.0% | +19.5% | +35.6% | +45.1% |
| 5Y | +246.3% | +83.8% | +162.5% | +203.2% |
| 10Y | +181.0% | +1,772.4% | -1,591.4% | +92.3% |
| All | +4,261.5% | +10,808.2% | -6,546.7% | +2,259.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling