+76.2%
LSCC vs RJF
+8.4%
+67.9%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.3% | +1.6% |
| 7D | +5.2% | +1.8% | +3.4% | +4.7% |
| 30D | -9.6% | 0.0% | -9.6% | -9.7% |
| 3M | -17.8% | +18.0% | -35.8% | -22.8% |
| 6M | +37.4% | +17.0% | +20.5% | +28.3% |
| YTD | +59.7% | +11.1% | +48.6% | +47.3% |
| 1Y | +76.2% | +8.0% | +68.3% | +64.4% |
| All | +76.2% | +8.4% | +67.9% | +64.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling