+73.5%
LSCC vs RL
+244.8%
-171.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -7.3% | -1.2% | -3.9% |
| 7D | -4.8% | -4.7% | -0.1% | -1.7% |
| 30D | -27.1% | +3.6% | -30.7% | -28.9% |
| 3M | -23.6% | +0.5% | -24.1% | -24.4% |
| 6M | -19.8% | +6.6% | -26.4% | -24.7% |
| YTD | +33.2% | +8.8% | +24.4% | +22.9% |
| 1Y | +55.2% | +21.8% | +33.5% | +32.1% |
| All | +73.5% | +244.8% | -171.3% | -30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling