+69.6%
LSCC vs TROW
+17.3%
+52.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.0% | -4.7% | -1.9% |
| 7D | +3.0% | +8.2% | -5.3% | -1.2% |
| 30D | -19.3% | +8.3% | -27.6% | -22.5% |
| 3M | -22.3% | -1.6% | -20.7% | -21.5% |
| 6M | -14.6% | +11.9% | -26.5% | -21.3% |
| YTD | +45.8% | +14.3% | +31.4% | +26.4% |
| 1Y | +69.6% | +17.0% | +52.6% | +42.9% |
| All | +69.6% | +17.3% | +52.3% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 1y: compounded portfolio wealth divided by compounded TROW 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…
1y analysis · Full analysis span regression · 6 months rolling