+90.4%
KRE vs LSCC
+99.6%
-9.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.5% | +5.8% | +1.2% |
| 7D | +0.7% | +7.0% | -6.2% | -0.6% |
| 30D | +6.1% | -2.3% | +8.4% | +5.8% |
| 3M | -5.9% | -12.5% | +6.6% | -4.7% |
| 6M | +9.6% | -10.6% | +20.2% | +8.6% |
| YTD | +14.2% | +52.7% | -38.5% | -1.4% |
| 1Y | +22.5% | +74.0% | -51.5% | +2.2% |
| 3Y | +90.4% | +104.8% | -14.4% | +28.8% |
| All | +90.4% | +99.6% | -9.3% | +28.8% |
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