+1,341.1%
LSCC vs RJF
+336.5%
+1,004.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.4% |
| 7D | +5.0% | +4.0% | +1.0% | +2.7% |
| 30D | -11.7% | +6.1% | -17.9% | -15.0% |
| 3M | -13.3% | -5.8% | -7.5% | -10.5% |
| 6M | -12.5% | +9.7% | -22.2% | -18.8% |
| YTD | +51.2% | +6.2% | +45.0% | +42.2% |
| 1Y | +65.9% | +5.3% | +60.6% | +56.9% |
| 3Y | +95.3% | +74.4% | +20.9% | +35.3% |
| 5Y | +38.6% | +81.6% | -43.0% | -6.1% |
| All | +1,341.1% | +336.5% | +1,004.5% | +567.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 10y: compounded portfolio wealth divided by compounded RJF 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…
10y analysis · Full analysis span regression · 6 months rolling