+75.7%
LSCC vs TROW
+0.2%
+75.5%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.6% |
| 7D | +1.3% | -1.3% | +2.6% | +2.1% |
| 30D | -9.7% | -4.5% | -5.1% | -7.3% |
| 3M | -23.7% | +3.9% | -27.6% | -26.8% |
| 6M | +26.5% | +22.6% | +3.9% | +7.6% |
| YTD | +57.5% | +10.1% | +47.4% | +40.6% |
| 1Y | +75.7% | +3.6% | +72.1% | +64.1% |
| All | +75.7% | +0.2% | +75.5% | +64.1% |
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