+65.5%
FDX vs LSCC
+81.4%
-15.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +7.1% | -9.9% | -3.9% |
| 7D | -1.6% | +13.0% | -14.6% | -3.9% |
| 30D | +6.6% | -19.8% | +26.4% | +10.2% |
| 3M | -2.1% | -18.4% | +16.3% | +0.5% |
| 6M | +2.2% | -16.1% | +18.3% | +2.8% |
| YTD | +33.9% | +42.7% | -8.8% | +18.9% |
| 1Y | +50.2% | +68.0% | -17.8% | +28.2% |
| 3Y | +65.5% | +85.8% | -20.3% | +27.8% |
| All | +65.5% | +81.4% | -15.8% | +27.8% |
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