+26.5%
LSCC vs RNG
+99.4%
-72.9%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.9% | +5.9% | +1.3% |
| 7D | +1.3% | +5.8% | -4.5% | +2.3% |
| 30D | -9.7% | +19.6% | -29.3% | -6.7% |
| 3M | -23.7% | +67.0% | -90.7% | -14.7% |
| 6M | +26.5% | +88.4% | -61.9% | +41.0% |
| All | +26.5% | +99.4% | -72.9% | +41.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling