+33.2%
RBLX vs LSCC
+101.3%
-68.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.4% |
| 7D | +12.6% | +5.0% | +7.6% | +11.5% |
| 30D | +6.4% | -11.7% | +18.2% | +8.4% |
| 3M | +38.2% | -13.3% | +51.5% | +40.5% |
| 6M | +22.1% | -12.5% | +34.7% | +22.7% |
| YTD | -36.8% | +51.2% | -88.0% | -43.6% |
| 1Y | -51.4% | +65.9% | -117.3% | -57.5% |
| 3Y | +33.2% | +95.3% | -62.1% | +2.8% |
| All | +33.2% | +101.3% | -68.1% | +2.8% |
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