+1,341.1%
LSCC vs RL
+353.4%
+987.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.4% |
| 7D | +5.0% | +1.3% | +3.7% | +4.5% |
| 30D | -11.7% | +7.6% | -19.4% | -14.7% |
| 3M | -13.3% | -1.5% | -11.8% | -13.0% |
| 6M | -12.5% | +12.1% | -24.6% | -18.0% |
| YTD | +51.2% | +13.9% | +37.3% | +41.0% |
| 1Y | +65.9% | +20.7% | +45.2% | +50.6% |
| 3Y | +95.3% | +260.6% | -165.2% | +11.7% |
| 5Y | +38.6% | +248.9% | -210.2% | -20.8% |
| All | +1,341.1% | +353.4% | +987.6% | +631.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling