+513.3%
XRT vs LSCC
+1,888.0%
-1,374.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.1% |
| 3M | +5.1% | -23.7% | +28.8% | +10.2% |
| 6M | +2.4% | +26.5% | -24.1% | -6.2% |
| YTD | +3.2% | +57.5% | -54.3% | -11.3% |
| 1Y | +1.5% | +75.7% | -74.2% | -15.8% |
| 3Y | +40.6% | +19.5% | +21.1% | +20.4% |
| 5Y | -1.0% | +83.8% | -84.7% | -26.7% |
| 10Y | +128.4% | +1,772.4% | -1,644.0% | -12.5% |
| All | +513.3% | +1,888.0% | -1,374.7% | +47.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling