+1,067.3%
LSCC vs RY
+11,602.4%
-10,535.1%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.0% | -1.8% | -0.8% |
| 7D | +3.0% | +2.5% | +0.5% | +1.3% |
| 30D | -19.3% | +8.4% | -27.7% | -23.7% |
| 3M | -22.3% | +1.2% | -23.5% | -23.0% |
| 6M | -14.6% | +19.4% | -33.9% | -24.2% |
| YTD | +45.8% | +25.4% | +20.3% | +25.6% |
| 1Y | +69.6% | +46.7% | +22.9% | +31.7% |
| 3Y | +86.1% | +168.6% | -82.5% | -2.6% |
| 5Y | +30.7% | +132.3% | -101.6% | -23.8% |
| 10Y | +1,283.9% | +385.7% | +898.2% | +404.7% |
| All | +1,067.3% | +11,602.4% | -10,535.1% | +30.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling