+11,454.8%
LSCC vs RJF
+46,882.4%
-35,427.5%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -0.6% | +10.9% | +10.6% |
| 7D | +14.5% | -0.9% | +15.4% | +15.1% |
| 30D | -0.1% | +5.3% | -5.4% | -2.8% |
| 3M | -2.7% | -6.8% | +4.2% | +0.5% |
| 6M | -4.8% | +11.4% | -16.2% | -11.1% |
| YTD | +66.9% | +5.5% | +61.3% | +59.4% |
| 1Y | +85.8% | +3.7% | +82.2% | +79.3% |
| 3Y | +115.6% | +73.4% | +42.2% | +61.2% |
| 5Y | +48.8% | +78.3% | -29.5% | +10.4% |
| 10Y | +1,490.3% | +328.4% | +1,161.9% | +629.5% |
| All | +11,454.8% | +46,882.4% | -35,427.5% | +813.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling