+608.1%
LSCC vs RL
+1,498.4%
-890.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -7.3% | -1.2% | -5.5% |
| 7D | -4.8% | -4.7% | -0.1% | -2.8% |
| 30D | -27.1% | +3.6% | -30.7% | -28.3% |
| 3M | -23.6% | +0.5% | -24.1% | -24.1% |
| 6M | -19.8% | +6.6% | -26.4% | -22.9% |
| YTD | +33.2% | +8.8% | +24.4% | +27.3% |
| 1Y | +55.2% | +21.8% | +33.5% | +41.5% |
| 3Y | +70.1% | +245.8% | -175.7% | +1.0% |
| 5Y | +19.5% | +230.0% | -210.4% | -27.5% |
| 10Y | +1,164.9% | +369.4% | +795.5% | +486.5% |
| All | +608.1% | +1,498.4% | -890.2% | +70.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling