+1,795.0%
LSCC vs RNG
+216.3%
+1,578.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.4% | +5.7% | +2.6% |
| 7D | +5.2% | -0.8% | +6.0% | +5.3% |
| 30D | -9.6% | +11.4% | -21.0% | -12.9% |
| 3M | -17.8% | +72.1% | -89.9% | -32.5% |
| 6M | +37.4% | +67.9% | -30.5% | +11.1% |
| YTD | +59.7% | +144.3% | -84.7% | +9.6% |
| 1Y | +76.2% | +117.5% | -41.3% | +25.5% |
| 3Y | +28.2% | +123.9% | -95.7% | -13.6% |
| 5Y | +87.2% | -70.1% | +157.3% | +111.3% |
| 10Y | +1,795.0% | +215.9% | +1,579.1% | +1,108.2% |
| All | +1,795.0% | +216.3% | +1,578.7% | +1,108.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling