+44.0%
XOP vs LSCC
+1,333.6%
-1,289.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.3% |
| 7D | -8.4% | +5.0% | -13.4% | -9.6% |
| 30D | -8.4% | -11.7% | +3.4% | -6.6% |
| 3M | +0.2% | -13.3% | +13.5% | +1.8% |
| 6M | +7.2% | -12.5% | +19.8% | +6.4% |
| YTD | +40.8% | +51.2% | -10.4% | +18.1% |
| 1Y | +36.3% | +65.9% | -29.6% | +11.1% |
| 3Y | +37.2% | +95.3% | -58.2% | -0.8% |
| 5Y | +86.6% | +38.6% | +48.0% | +38.2% |
| 10Y | +44.0% | +1,352.3% | -1,308.3% | -46.3% |
| All | +44.0% | +1,333.6% | -1,289.6% | -46.3% |
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