+73.5%
LSCC vs RBA
+44.2%
+29.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.3% | -8.3% | -8.5% |
| 7D | -4.8% | +7.3% | -12.2% | -7.4% |
| 30D | -27.1% | +16.9% | -44.0% | -31.8% |
| 3M | -23.6% | -0.5% | -23.1% | -23.6% |
| 6M | -19.8% | -10.4% | -9.4% | -16.8% |
| YTD | +33.2% | -7.2% | +40.5% | +34.0% |
| 1Y | +55.2% | -2.2% | +57.5% | +51.8% |
| All | +73.5% | +44.2% | +29.3% | +53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 3y: compounded portfolio wealth divided by compounded RBA 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…
3y analysis · Full analysis span regression · 6 months rolling