+10,808.2%
LSCC vs RJF
+49,848.3%
-39,040.1%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.6% | +3.5% | +2.8% |
| 7D | +1.3% | -0.6% | +1.9% | +1.6% |
| 30D | -9.7% | -1.3% | -8.4% | -9.3% |
| 3M | -23.7% | +18.9% | -42.6% | -30.8% |
| 6M | +26.5% | +15.0% | +11.5% | +16.7% |
| YTD | +57.5% | +12.2% | +45.3% | +46.3% |
| 1Y | +75.7% | +5.6% | +70.1% | +68.1% |
| 3Y | +19.5% | +74.9% | -55.4% | -11.0% |
| 5Y | +83.8% | +106.6% | -22.9% | +26.9% |
| 10Y | +1,772.4% | +433.1% | +1,339.3% | +671.2% |
| All | +10,808.2% | +49,848.3% | -39,040.1% | +738.0% |
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