+73.5%
LSCC vs RY
+158.9%
-85.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -2.9% | -5.7% | -5.2% |
| 7D | -4.8% | -1.1% | -3.7% | -3.3% |
| 30D | -27.1% | +4.4% | -31.5% | -30.6% |
| 3M | -23.6% | -2.9% | -20.7% | -20.6% |
| 6M | -19.8% | +15.6% | -35.4% | -32.4% |
| YTD | +33.2% | +21.8% | +11.4% | +5.3% |
| 1Y | +55.2% | +42.6% | +12.7% | +3.0% |
| All | +73.5% | +158.9% | -85.4% | -37.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling