+175.6%
RCL vs LSCC
+20.0%
+155.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -0.7% |
| 7D | -5.1% | +1.3% | -6.4% | -5.4% |
| 30D | -19.0% | -9.7% | -9.3% | -17.0% |
| 3M | -9.6% | -23.7% | +14.1% | -4.2% |
| 6M | -6.7% | +26.5% | -33.2% | -15.0% |
| YTD | -3.9% | +57.5% | -61.4% | -18.8% |
| 1Y | -25.1% | +75.7% | -100.8% | -39.1% |
| All | +175.6% | +20.0% | +155.5% | +125.0% |
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