+73.5%
LSCC vs RRC
+40.4%
+33.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -3.7% | -4.9% | -7.4% |
| 7D | -4.8% | -6.9% | +2.0% | -2.7% |
| 30D | -27.1% | +25.4% | -52.5% | -32.8% |
| 3M | -23.6% | +31.9% | -55.5% | -31.2% |
| 6M | -19.8% | +17.2% | -37.0% | -24.9% |
| YTD | +33.2% | +43.4% | -10.2% | +11.4% |
| 1Y | +55.2% | +36.7% | +18.5% | +32.5% |
| All | +73.5% | +40.4% | +33.1% | +42.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling