+4,087.3%
FDX vs LSCC
+10,808.2%
-6,720.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.5% | -0.9% |
| 7D | -2.5% | +1.3% | -3.8% | -2.8% |
| 30D | +3.8% | -9.7% | +13.5% | +5.4% |
| 3M | -1.3% | -23.7% | +22.4% | +2.2% |
| 6M | +5.0% | +26.5% | -21.5% | -0.6% |
| YTD | +39.6% | +57.5% | -17.9% | +26.8% |
| 1Y | +81.1% | +75.7% | +5.4% | +60.6% |
| 3Y | +63.0% | +19.5% | +43.6% | +48.1% |
| 5Y | +65.6% | +83.8% | -18.2% | +36.2% |
| 10Y | +183.4% | +1,772.4% | -1,589.0% | +56.2% |
| All | +4,087.3% | +10,808.2% | -6,720.9% | +1,247.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling