+21.2%
LSCC vs RJF
+75.1%
-53.9%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.6% | +3.5% | +3.0% |
| 7D | +1.3% | -0.6% | +1.9% | +1.6% |
| 30D | -9.7% | -1.3% | -8.4% | -9.2% |
| 3M | -23.7% | +18.9% | -42.6% | -33.0% |
| 6M | +26.5% | +15.0% | +11.5% | +13.4% |
| YTD | +57.5% | +12.2% | +45.3% | +41.6% |
| 1Y | +75.7% | +5.6% | +70.1% | +65.1% |
| All | +21.2% | +75.1% | -53.9% | -23.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling