+87.3%
LSCC vs TROW
+12.1%
+75.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -0.2% | +10.5% | +10.5% |
| 7D | +14.5% | -1.7% | +16.1% | +15.7% |
| 30D | -0.1% | +6.4% | -6.5% | -3.0% |
| 3M | -2.7% | -1.5% | -1.2% | -1.6% |
| 6M | -4.8% | +8.3% | -13.1% | -10.6% |
| YTD | +66.9% | +12.4% | +54.4% | +45.9% |
| All | +87.3% | +12.1% | +75.1% | +66.0% |
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