+737.2%
LSCC vs RL
+1,366.2%
-629.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.0% | 0.0% | +1.1% |
| 7D | +1.3% | -0.8% | +2.1% | +1.6% |
| 30D | -9.7% | -7.8% | -1.9% | -6.8% |
| 3M | -23.7% | -4.0% | -19.7% | -22.8% |
| 6M | +26.5% | -1.9% | +28.4% | +26.7% |
| YTD | +57.5% | -0.2% | +57.7% | +56.4% |
| 1Y | +75.7% | +10.7% | +65.0% | +67.0% |
| 3Y | +19.5% | +210.8% | -191.3% | -25.8% |
| 5Y | +83.8% | +238.2% | -154.5% | +10.5% |
| 10Y | +1,772.4% | +313.4% | +1,459.0% | +816.1% |
| All | +737.2% | +1,366.2% | -629.0% | +109.0% |
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 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