+10,619.1%
LSCC vs RJF
+47,070.7%
-36,451.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +3.1% | +5.4% | +6.9% |
| 7D | +19.3% | +3.4% | +15.9% | +17.4% |
| 30D | -9.6% | +5.9% | -15.6% | -12.3% |
| 3M | -12.4% | -4.6% | -7.8% | -10.6% |
| 6M | -10.5% | +9.5% | -19.9% | -15.6% |
| YTD | +54.8% | +6.0% | +48.8% | +47.6% |
| 1Y | +79.4% | +4.3% | +75.0% | +72.5% |
| 3Y | +109.6% | +76.6% | +33.0% | +55.4% |
| 5Y | +40.4% | +80.6% | -40.2% | +3.5% |
| 10Y | +1,379.1% | +346.5% | +1,032.6% | +565.0% |
| All | +10,619.1% | +47,070.7% | -36,451.6% | +745.7% |
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