+1,236.1%
LSCC vs RJF
+367.7%
+868.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.2% | +8.3% | +7.9% |
| 7D | +13.0% | +3.6% | +9.4% | +10.6% |
| 30D | -19.8% | +3.5% | -23.4% | -21.7% |
| 3M | -18.4% | -8.9% | -9.5% | -14.2% |
| 6M | -16.1% | +2.9% | -19.0% | -19.0% |
| YTD | +42.7% | +2.8% | +39.9% | +36.8% |
| 1Y | +68.0% | +2.7% | +65.3% | +61.1% |
| 3Y | +85.8% | +69.3% | +16.5% | +31.4% |
| 5Y | +28.0% | +75.0% | -47.0% | -11.1% |
| All | +1,236.1% | +367.7% | +868.5% | +532.1% |
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