+2,481.3%
LSCC vs RNG
+327.7%
+2,153.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.9% | +5.9% | +3.1% |
| 7D | +1.3% | +5.8% | -4.5% | -0.4% |
| 30D | -9.7% | +19.6% | -29.3% | -14.5% |
| 3M | -23.7% | +67.0% | -90.7% | -36.3% |
| 6M | +26.5% | +88.4% | -61.9% | -0.7% |
| YTD | +57.5% | +155.5% | -98.0% | +8.4% |
| 1Y | +75.7% | +141.7% | -66.0% | +22.8% |
| 3Y | +19.5% | +131.1% | -111.6% | -18.6% |
| 5Y | +83.8% | -70.6% | +154.3% | +106.2% |
| 10Y | +1,772.4% | +228.2% | +1,544.2% | +985.8% |
| All | +2,481.3% | +327.7% | +2,153.6% | +1,268.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling