-2.1%
XRT vs LSCC
+36.6%
-38.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +8.4% | -4.8% | +1.7% |
| 7D | +2.5% | +19.3% | -16.9% | -2.1% |
| 30D | +10.3% | -9.6% | +20.0% | +12.0% |
| 3M | +2.4% | -12.4% | +14.8% | +4.0% |
| 6M | +10.0% | -10.5% | +20.4% | +8.8% |
| YTD | +9.5% | +54.8% | -45.2% | -8.9% |
| 1Y | +17.2% | +79.4% | -62.2% | -7.0% |
| 3Y | +62.0% | +109.6% | -47.6% | +11.3% |
| 5Y | -2.1% | +40.4% | -42.5% | -30.7% |
| All | -2.1% | +36.6% | -38.7% | -30.7% |
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 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