+539.0%
XRT vs LSCC
+1,581.5%
-1,042.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +17.2% |
| 3M | -0.2% | -23.6% | +23.4% | +4.7% |
| 6M | +8.4% | -19.8% | +28.2% | +10.2% |
| YTD | +7.5% | +33.2% | -25.7% | -5.2% |
| 1Y | +13.2% | +55.2% | -42.1% | -4.2% |
| 3Y | +52.0% | +70.1% | -18.1% | +17.9% |
| 5Y | -3.2% | +19.5% | -22.7% | -21.6% |
| 10Y | +157.1% | +1,164.9% | -1,007.8% | +7.7% |
| All | +539.0% | +1,581.5% | -1,042.4% | +57.8% |
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