+2,895.1%
FITB vs LSCC
+11,454.8%
-8,559.7%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +10.4% | -10.0% | -1.5% |
| 7D | -0.6% | +14.5% | -15.1% | -3.2% |
| 30D | +7.0% | -0.1% | +7.1% | +6.2% |
| 3M | -4.8% | -2.7% | -2.1% | -5.4% |
| 6M | +13.5% | -4.8% | +18.3% | +11.7% |
| YTD | +19.1% | +66.9% | -47.8% | +4.6% |
| 1Y | +30.8% | +85.8% | -55.1% | +12.5% |
| 3Y | +141.6% | +115.6% | +26.1% | +93.8% |
| 5Y | +48.3% | +48.8% | -0.5% | +22.3% |
| 10Y | +215.9% | +1,490.3% | -1,274.3% | +65.0% |
| All | +2,895.1% | +11,454.8% | -8,559.7% | +909.6% |
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