+50.7%
XRT vs LSCC
+81.4%
-30.7%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +7.1% | -8.9% | -2.8% |
| 7D | +0.9% | +13.0% | -12.1% | -1.2% |
| 30D | +7.9% | -19.8% | +27.8% | +11.4% |
| 3M | -0.2% | -18.4% | +18.2% | +2.2% |
| 6M | +5.6% | -16.1% | +21.7% | +5.9% |
| YTD | +5.7% | +42.7% | -37.1% | -6.6% |
| 1Y | +14.6% | +68.0% | -53.4% | -2.5% |
| 3Y | +50.7% | +85.8% | -35.2% | +10.5% |
| All | +50.7% | +81.4% | -30.7% | +10.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling