+35.1%
LSCC vs RL
+239.2%
-204.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.2% | -4.3% | -4.7% |
| 7D | +7.0% | +2.6% | +4.4% | +5.2% |
| 30D | -2.3% | +2.9% | -5.2% | -4.5% |
| 3M | -12.5% | 0.0% | -12.5% | -13.1% |
| 6M | -10.6% | +17.1% | -27.7% | -22.2% |
| YTD | +52.7% | +10.1% | +42.6% | +38.6% |
| 1Y | +74.0% | +17.3% | +56.7% | +50.4% |
| 3Y | +104.8% | +249.3% | -144.5% | -25.2% |
| All | +35.1% | +239.2% | -204.0% | -52.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling