+1,864.7%
LSCC vs TROW
+131.7%
+1,733.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.6% |
| 7D | +5.2% | +0.4% | +4.8% | +4.8% |
| 30D | -9.6% | -4.0% | -5.6% | -6.9% |
| 3M | -17.8% | +5.0% | -22.8% | -21.7% |
| 6M | +37.4% | +24.3% | +13.1% | +15.2% |
| YTD | +59.7% | +9.8% | +49.9% | +46.1% |
| 1Y | +76.2% | +6.4% | +69.8% | +65.5% |
| 3Y | +28.2% | +15.8% | +12.4% | +14.1% |
| 5Y | +87.2% | -37.3% | +124.5% | +149.2% |
| All | +1,864.7% | +131.7% | +1,733.0% | +1,403.8% |
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