+1,751.4%
LSCC vs RY
+373.9%
+1,377.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.6% |
| 7D | +1.3% | +3.1% | -1.8% | -1.6% |
| 30D | -9.7% | -0.3% | -9.4% | -9.3% |
| 3M | -23.7% | +8.7% | -32.4% | -29.3% |
| 6M | +26.5% | +28.5% | -2.0% | +0.9% |
| YTD | +57.5% | +25.1% | +32.4% | +28.7% |
| 1Y | +75.7% | +46.3% | +29.4% | +25.0% |
| 3Y | +19.5% | +154.9% | -135.5% | -48.0% |
| 5Y | +83.8% | +140.3% | -56.5% | -14.6% |
| All | +1,751.4% | +373.9% | +1,377.5% | +487.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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