+380.4%
RCL vs LSCC
+1,244.7%
-864.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.1% | -5.8% | -1.2% |
| 7D | +6.5% | +13.0% | -6.5% | +1.5% |
| 30D | +15.9% | -19.8% | +35.7% | +23.9% |
| 3M | +2.7% | -18.4% | +21.1% | +8.2% |
| 6M | +15.2% | -16.1% | +31.3% | +16.9% |
| YTD | +19.2% | +42.7% | -23.5% | -3.3% |
| 1Y | +31.6% | +68.0% | -36.4% | 0.0% |
| 3Y | +274.2% | +85.8% | +188.3% | +146.5% |
| 5Y | +250.1% | +28.0% | +222.0% | +149.5% |
| All | +380.4% | +1,244.7% | -864.3% | +51.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling