+50.4%
RBLX vs LSCC
+24.1%
+26.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.0% | +2.3% | +4.0% |
| 7D | +12.4% | +1.3% | +11.1% | +12.2% |
| 30D | +19.7% | -9.7% | +29.3% | +21.7% |
| 3M | -0.1% | -23.7% | +23.6% | +4.1% |
| 6M | -35.7% | +26.5% | -62.2% | -39.6% |
| YTD | -46.6% | +57.5% | -104.1% | -52.2% |
| 1Y | -66.6% | +75.7% | -142.3% | -70.9% |
| All | +50.4% | +24.1% | +26.3% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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