+75.7%
LSCC vs RNG
+144.7%
-69.0%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.9% | +5.9% | +1.9% |
| 7D | +1.3% | +5.8% | -4.5% | +1.5% |
| 30D | -9.7% | +19.6% | -29.3% | -9.1% |
| 3M | -23.7% | +67.0% | -90.7% | -22.0% |
| 6M | +26.5% | +88.4% | -61.9% | +27.5% |
| YTD | +57.5% | +155.5% | -98.0% | +49.0% |
| 1Y | +75.7% | +141.7% | -66.0% | +67.2% |
| All | +75.7% | +144.7% | -69.0% | +67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling