+25.5%
LSCC vs RRC
+110.6%
-85.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.9% | +10.1% | +7.9% |
| 7D | +13.0% | -10.8% | +23.8% | +16.3% |
| 30D | -19.8% | +22.3% | -42.1% | -24.5% |
| 3M | -18.4% | +26.6% | -45.0% | -24.2% |
| 6M | -16.1% | +18.9% | -35.0% | -21.1% |
| YTD | +42.7% | +39.2% | +3.5% | +26.5% |
| 1Y | +68.0% | +34.0% | +34.0% | +50.4% |
| 3Y | +85.8% | +42.0% | +43.8% | +61.9% |
| All | +25.5% | +110.6% | -85.1% | -4.9% |
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