+76.2%
LSCC vs RNG
+121.6%
-45.3%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.4% | +5.7% | +1.2% |
| 7D | +5.2% | -0.8% | +6.0% | +5.2% |
| 30D | -9.6% | +11.4% | -21.0% | -9.3% |
| 3M | -17.8% | +72.1% | -89.9% | -16.5% |
| 6M | +37.4% | +67.9% | -30.5% | +39.3% |
| YTD | +59.7% | +144.3% | -84.7% | +50.7% |
| 1Y | +76.2% | +117.5% | -41.3% | +69.8% |
| All | +76.2% | +121.6% | -45.3% | +69.8% |
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