+19.5%
LSCC vs RRC
+129.3%
-109.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -3.7% | -4.9% | -7.6% |
| 7D | -4.8% | -6.9% | +2.0% | -3.1% |
| 30D | -27.1% | +25.4% | -52.5% | -31.8% |
| 3M | -23.6% | +31.9% | -55.5% | -29.8% |
| 6M | -19.8% | +17.2% | -37.0% | -24.2% |
| YTD | +33.2% | +43.4% | -10.2% | +17.2% |
| 1Y | +55.2% | +36.7% | +18.5% | +38.4% |
| 3Y | +70.1% | +38.8% | +31.3% | +48.9% |
| 5Y | +19.5% | +118.3% | -98.7% | -12.2% |
| All | +19.5% | +129.3% | -109.8% | -12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling