-8.1%
RDW vs LSCC
+84.3%
-92.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.7% | -3.0% | -3.9% |
| 7D | +3.6% | +1.4% | +2.2% | +3.0% |
| 30D | -18.4% | -10.0% | -8.4% | -14.1% |
| 3M | -32.1% | -16.1% | -16.0% | -25.6% |
| 6M | +10.9% | +27.4% | -16.5% | +0.5% |
| YTD | +40.8% | +56.9% | -16.1% | +15.4% |
| 1Y | +31.1% | +74.6% | -43.5% | +2.3% |
| 3Y | +245.2% | +26.0% | +219.2% | +183.0% |
| All | -8.1% | +84.3% | -92.4% | -37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling