+1,486.2%
LSCC vs RRC
+73.2%
+1,413.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +1.3% | +9.1% | +10.1% |
| 7D | +14.5% | -0.5% | +14.9% | +14.5% |
| 30D | -0.1% | +25.2% | -25.3% | -4.0% |
| 3M | -2.7% | +27.8% | -30.5% | -7.0% |
| 6M | -4.8% | +27.2% | -32.0% | -9.3% |
| YTD | +66.9% | +48.2% | +18.7% | +53.9% |
| 1Y | +85.8% | +34.7% | +51.1% | +74.2% |
| 3Y | +115.6% | +62.2% | +53.3% | +95.6% |
| 5Y | +48.8% | +130.9% | -82.1% | +25.1% |
| All | +1,486.2% | +73.2% | +1,413.0% | +946.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling