+95.2%
RDDT vs LSCC
+40.5%
+54.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.5% | +4.4% | +0.7% |
| 7D | +3.5% | +7.0% | -3.5% | +1.3% |
| 30D | -33.7% | -2.3% | -31.4% | -33.2% |
| 3M | -37.7% | -12.5% | -25.2% | -35.6% |
| 6M | -36.1% | -10.6% | -25.5% | -35.9% |
| YTD | -57.2% | +52.7% | -109.9% | -65.4% |
| 1Y | -48.0% | +74.0% | -122.0% | -60.3% |
| All | +95.2% | +40.5% | +54.6% | +28.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling