+53.3%
XRT vs LSCC
+69.3%
-16.0%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -8.6% | +5.8% | -1.5% |
| 7D | +2.3% | -4.8% | +7.1% | +2.9% |
| 30D | +9.8% | -27.1% | +36.9% | +15.1% |
| 3M | -0.2% | -23.6% | +23.4% | +3.4% |
| 6M | +8.4% | -19.8% | +28.2% | +9.4% |
| YTD | +7.5% | +33.2% | -25.7% | -3.9% |
| 1Y | +13.2% | +55.2% | -42.1% | -2.4% |
| All | +53.3% | +69.3% | -16.0% | +13.7% |
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