+1,236.1%
LSCC vs RL
+356.1%
+880.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.4% | +8.5% | +7.7% |
| 7D | +13.0% | -4.2% | +17.1% | +15.2% |
| 30D | -19.8% | +4.3% | -24.1% | -21.5% |
| 3M | -18.4% | -4.6% | -13.8% | -17.0% |
| 6M | -16.1% | +1.7% | -17.8% | -17.8% |
| YTD | +42.7% | +7.3% | +35.4% | +36.6% |
| 1Y | +68.0% | +20.8% | +47.2% | +52.5% |
| 3Y | +85.8% | +247.0% | -161.1% | +8.3% |
| 5Y | +28.0% | +225.5% | -197.4% | -24.6% |
| All | +1,236.1% | +356.1% | +880.0% | +589.3% |
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