+25.5%
LSCC vs RL
+226.8%
-201.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.4% | +8.5% | +8.1% |
| 7D | +13.0% | -4.2% | +17.1% | +16.3% |
| 30D | -19.8% | +4.3% | -24.1% | -22.5% |
| 3M | -18.4% | -4.6% | -13.8% | -16.4% |
| 6M | -16.1% | +1.7% | -17.8% | -19.2% |
| YTD | +42.7% | +7.3% | +35.4% | +31.8% |
| 1Y | +68.0% | +20.8% | +47.2% | +41.9% |
| 3Y | +85.8% | +247.0% | -161.1% | -31.9% |
| All | +25.5% | +226.8% | -201.3% | -54.0% |
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