+21.2%
LSCC vs RL
+212.5%
-191.3%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.0% | 0.0% | +0.7% |
| 7D | +1.3% | -0.8% | +2.1% | +1.8% |
| 30D | -9.7% | -7.8% | -1.9% | -5.2% |
| 3M | -23.7% | -4.0% | -19.7% | -22.5% |
| 6M | +26.5% | -1.9% | +28.4% | +25.8% |
| YTD | +57.5% | -0.2% | +57.7% | +54.1% |
| 1Y | +75.7% | +10.7% | +65.0% | +59.6% |
| All | +21.2% | +212.5% | -191.3% | -44.6% |
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