+70.2%
FDX vs LSCC
+69.3%
+0.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -8.6% | +4.8% | -2.3% |
| 7D | +2.9% | -4.8% | +7.7% | +3.6% |
| 30D | +9.6% | -27.1% | +36.7% | +15.3% |
| 3M | +2.4% | -23.6% | +26.0% | +6.3% |
| 6M | +9.2% | -19.8% | +29.0% | +10.7% |
| YTD | +37.7% | +33.2% | +4.5% | +23.8% |
| 1Y | +56.1% | +55.2% | +0.9% | +35.2% |
| All | +70.2% | +69.3% | +0.9% | +33.1% |
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