+9,784.2%
LSCC vs TROW
+14,443.7%
-4,659.4%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.3% | +7.4% | +7.3% |
| 7D | +13.0% | +4.3% | +8.6% | +10.5% |
| 30D | -19.8% | +4.2% | -24.0% | -21.6% |
| 3M | -18.4% | -3.4% | -15.0% | -16.9% |
| 6M | -16.1% | +4.7% | -20.8% | -18.5% |
| YTD | +42.7% | +10.1% | +32.6% | +34.5% |
| 1Y | +68.0% | +11.7% | +56.3% | +57.3% |
| 3Y | +85.8% | +32.5% | +53.3% | +62.8% |
| 5Y | +28.0% | -38.5% | +66.6% | +68.5% |
| 10Y | +1,255.1% | +148.0% | +1,107.1% | +774.7% |
| All | +9,784.2% | +14,443.7% | -4,659.4% | +1,389.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling