-3.2%
XRT vs LSCC
+18.7%
-21.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -8.6% | +5.8% | -0.8% |
| 7D | +2.3% | -4.8% | +7.1% | +3.1% |
| 30D | +9.8% | -27.1% | +36.9% | +17.4% |
| 3M | -0.2% | -23.6% | +23.4% | +4.8% |
| 6M | +8.4% | -19.8% | +28.2% | +9.9% |
| YTD | +7.5% | +33.2% | -25.7% | -7.3% |
| 1Y | +13.2% | +55.2% | -42.1% | -7.0% |
| 3Y | +52.0% | +70.1% | -18.1% | +10.8% |
| 5Y | -3.2% | +19.5% | -22.7% | -29.1% |
| All | -3.2% | +18.7% | -21.9% | -29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling