+35.1%
LSCC vs RJF
+81.1%
-46.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.8% | -6.3% | -6.0% |
| 7D | +7.0% | +3.6% | +3.4% | +4.3% |
| 30D | -2.3% | +7.2% | -9.5% | -7.3% |
| 3M | -12.5% | -6.5% | -6.0% | -8.7% |
| 6M | -10.6% | +10.3% | -20.9% | -18.7% |
| YTD | +52.7% | +6.5% | +46.2% | +40.6% |
| 1Y | +74.0% | +6.1% | +67.9% | +60.7% |
| 3Y | +104.8% | +74.9% | +29.9% | +24.0% |
| All | +35.1% | +81.1% | -46.0% | -22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling