+19.5%
LSCC vs RBA
+48.6%
-29.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.3% | -8.3% | -8.5% |
| 7D | -4.8% | +7.3% | -12.2% | -7.7% |
| 30D | -27.1% | +16.9% | -44.0% | -32.3% |
| 3M | -23.6% | -0.5% | -23.1% | -23.9% |
| 6M | -19.8% | -10.4% | -9.4% | -17.1% |
| YTD | +33.2% | -7.2% | +40.5% | +34.2% |
| 1Y | +55.2% | -2.2% | +57.5% | +52.3% |
| 3Y | +70.1% | +43.7% | +26.4% | +39.8% |
| 5Y | +19.5% | +38.7% | -19.2% | -2.7% |
| All | +19.5% | +48.6% | -29.1% | -2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling