+48.9%
LSCC vs RNG
-71.9%
+120.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +2.4% | +7.9% | +9.6% |
| 7D | +14.5% | -3.5% | +18.0% | +15.8% |
| 30D | -0.1% | -3.8% | +3.7% | +1.0% |
| 3M | -2.7% | +18.6% | -21.2% | -8.4% |
| 6M | -4.8% | +69.2% | -74.0% | -22.9% |
| YTD | +66.9% | +161.9% | -95.0% | +8.3% |
| 1Y | +85.8% | +176.2% | -90.4% | +17.7% |
| 3Y | +115.6% | +174.5% | -58.9% | +29.8% |
| All | +48.9% | -71.9% | +120.7% | +108.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling