+269.1%
RCL vs LSCC
+69.3%
+199.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -8.6% | +5.5% | -0.9% |
| 7D | +3.9% | -4.8% | +8.8% | +4.9% |
| 30D | +11.8% | -27.1% | +38.9% | +20.5% |
| 3M | -0.8% | -23.6% | +22.8% | +5.0% |
| 6M | +23.6% | -19.8% | +43.4% | +26.8% |
| YTD | +17.6% | +33.2% | -15.6% | +2.2% |
| 1Y | +28.3% | +55.2% | -27.0% | +6.2% |
| All | +269.1% | +69.3% | +199.8% | +171.1% |
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