+148.1%
XRT vs LSCC
+1,244.7%
-1,096.6%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +7.1% | -8.9% | -3.3% |
| 7D | +0.9% | +13.0% | -12.1% | -2.2% |
| 30D | +7.9% | -19.8% | +27.8% | +12.5% |
| 3M | -0.2% | -18.4% | +18.2% | +2.9% |
| 6M | +5.6% | -16.1% | +21.7% | +6.1% |
| YTD | +5.7% | +42.7% | -37.1% | -8.6% |
| 1Y | +14.6% | +68.0% | -53.4% | -5.1% |
| 3Y | +50.7% | +85.8% | -35.2% | +13.5% |
| 5Y | -4.8% | +28.0% | -32.9% | -25.9% |
| All | +148.1% | +1,244.7% | -1,096.6% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 10y: compounded portfolio wealth divided by compounded LSCC 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…
10y analysis · Full analysis span regression · 6 months rolling