+21.2%
LSCC vs RNG
+135.4%
-114.2%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.9% | +5.9% | +2.8% |
| 7D | +1.3% | +5.8% | -4.5% | +0.1% |
| 30D | -9.7% | +19.6% | -29.3% | -13.1% |
| 3M | -23.7% | +67.0% | -90.7% | -32.6% |
| 6M | +26.5% | +88.4% | -61.9% | +5.5% |
| YTD | +57.5% | +155.5% | -98.0% | +13.9% |
| 1Y | +75.7% | +141.7% | -66.0% | +29.3% |
| All | +21.2% | +135.4% | -114.2% | -13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling