+55.4%
RBRK vs LSCC
+37.8%
+17.6%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.7% | -1.3% | -2.9% |
| 7D | +1.9% | +1.4% | +0.5% | +1.7% |
| 30D | -9.3% | -10.0% | +0.7% | -8.4% |
| 3M | +23.8% | -16.1% | +39.9% | +24.9% |
| 6M | +55.4% | +27.4% | +28.0% | +47.8% |
| All | +55.4% | +37.8% | +17.6% | +47.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling