+1,352.3%
LSCC vs RVTY
+212.9%
+1,139.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -1.7% |
| 7D | +5.0% | -2.7% | +7.7% | +7.2% |
| 30D | -11.7% | +3.2% | -15.0% | -13.2% |
| 3M | -13.3% | +37.2% | -50.5% | -30.4% |
| 6M | -12.5% | +57.7% | -70.2% | -37.1% |
| YTD | +51.2% | +64.8% | -13.7% | +3.3% |
| 1Y | +65.9% | +72.8% | -6.9% | +9.1% |
| 3Y | +95.3% | +89.8% | +5.6% | +17.8% |
| 5Y | +38.6% | -8.4% | +47.1% | +38.1% |
| 10Y | +1,352.3% | +219.5% | +1,132.9% | +650.5% |
| All | +1,352.3% | +212.9% | +1,139.4% | +650.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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