+0.3%
XRT vs LSCC
+82.7%
-82.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +0.5% |
| 7D | +0.8% | +1.3% | -0.5% | +0.5% |
| 30D | -4.2% | -9.7% | +5.5% | -2.0% |
| 3M | +5.1% | -23.7% | +28.8% | +10.6% |
| 6M | +2.4% | +26.5% | -24.1% | -7.4% |
| YTD | +3.2% | +57.5% | -54.3% | -13.4% |
| 1Y | +1.5% | +75.7% | -74.2% | -18.3% |
| 3Y | +40.6% | +19.5% | +21.1% | +20.0% |
| All | +0.3% | +82.7% | -82.4% | -35.0% |
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