+1,435.5%
LSCC vs TROW
+120.8%
+1,314.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.2% | -1.0% | -1.5% |
| 7D | +21.2% | -0.5% | +21.7% | +21.8% |
| 30D | -1.9% | +6.7% | -8.6% | -6.7% |
| 3M | -8.1% | -1.7% | -6.4% | -6.9% |
| 6M | -5.2% | +7.8% | -13.1% | -11.6% |
| YTD | +61.5% | +9.9% | +51.6% | +47.6% |
| 1Y | +81.3% | +8.7% | +72.6% | +67.3% |
| 3Y | +108.7% | +35.2% | +73.5% | +66.3% |
| 5Y | +44.1% | -37.5% | +81.6% | +93.6% |
| All | +1,435.5% | +120.8% | +1,314.7% | +1,089.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling