+2.0%
RDW vs LSCC
+177.9%
-175.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.9% | -7.2% | -4.5% |
| 7D | +0.9% | +3.3% | -2.5% | -0.7% |
| 30D | -21.3% | -7.4% | -13.9% | -18.6% |
| 3M | -37.9% | -16.2% | -21.7% | -32.7% |
| 6M | +12.3% | +31.9% | -19.6% | +1.3% |
| YTD | +39.7% | +62.8% | -23.0% | +15.3% |
| 1Y | +25.7% | +81.4% | -55.7% | -0.8% |
| 3Y | +230.8% | +33.1% | +197.8% | +168.6% |
| 5Y | -8.8% | +90.8% | -99.5% | -38.2% |
| All | +2.0% | +177.9% | -175.8% | -32.8% |
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