+35.1%
XOP vs LSCC
+20.0%
+15.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.8% | -1.1% |
| 7D | +2.6% | +1.3% | +1.3% | +2.4% |
| 30D | +15.4% | -9.7% | +25.1% | +17.0% |
| 3M | +12.1% | -23.7% | +35.8% | +15.5% |
| 6M | +19.7% | +26.5% | -6.8% | +11.5% |
| YTD | +52.4% | +57.5% | -5.1% | +34.6% |
| 1Y | +47.6% | +75.7% | -28.1% | +26.5% |
| All | +35.1% | +20.0% | +15.1% | +17.2% |
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 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