+1,751.4%
LSCC vs RVTY
+150.6%
+1,600.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.2% |
| 7D | +1.3% | +1.1% | +0.2% | +0.6% |
| 30D | -9.7% | +13.2% | -22.9% | -17.1% |
| 3M | -23.7% | +27.2% | -51.0% | -36.0% |
| 6M | +26.5% | +32.4% | -5.9% | +1.9% |
| YTD | +57.5% | +34.9% | +22.6% | +23.7% |
| 1Y | +75.7% | +52.4% | +23.3% | +25.4% |
| 3Y | +19.5% | +12.3% | +7.2% | +3.0% |
| 5Y | +83.8% | -30.8% | +114.6% | +121.7% |
| All | +1,751.4% | +150.6% | +1,600.8% | +911.0% |
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