+85.8%
LSCC vs TROW
+31.0%
+54.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.3% | +7.4% | +7.4% |
| 7D | +13.0% | +4.3% | +8.6% | +8.6% |
| 30D | -19.8% | +4.2% | -24.0% | -22.9% |
| 3M | -18.4% | -3.4% | -15.0% | -15.9% |
| 6M | -16.1% | +4.7% | -20.8% | -21.3% |
| YTD | +42.7% | +10.1% | +32.6% | +25.4% |
| 1Y | +68.0% | +11.7% | +56.3% | +45.3% |
| 3Y | +85.8% | +32.5% | +53.3% | +31.0% |
| All | +85.8% | +31.0% | +54.8% | +31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling