+2,896.1%
FITB vs LSCC
+10,808.2%
-7,912.1%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.5% |
| 7D | +0.6% | +1.3% | -0.7% | +0.4% |
| 30D | -4.7% | -9.7% | +4.9% | -3.1% |
| 3M | +6.7% | -23.7% | +30.4% | +10.7% |
| 6M | +12.6% | +26.5% | -13.9% | +5.7% |
| YTD | +19.1% | +57.5% | -38.4% | +6.9% |
| 1Y | +22.6% | +75.7% | -53.0% | +7.3% |
| 3Y | +127.1% | +19.5% | +107.7% | +103.8% |
| 5Y | +71.8% | +83.8% | -11.9% | +37.8% |
| 10Y | +287.2% | +1,772.4% | -1,485.2% | +98.3% |
| All | +2,896.1% | +10,808.2% | -7,912.1% | +931.6% |
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