+3.5%
XOP vs LSCC
-16.2%
+19.7%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.1% | -7.3% | +0.1% |
| 7D | -14.7% | +13.0% | -27.7% | -14.1% |
| 30D | -7.7% | -19.8% | +12.1% | -8.1% |
| 3M | +4.4% | -18.4% | +22.8% | +4.2% |
| 6M | +3.5% | -16.1% | +19.6% | +6.3% |
| All | +3.5% | -16.2% | +19.7% | +6.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling