-2.8%
RGTI vs LSCC
+106.0%
-108.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -5.5% | -1.4% | -3.5% |
| 7D | -18.1% | +7.0% | -25.1% | -22.0% |
| 30D | -17.6% | -2.3% | -15.3% | -17.5% |
| 3M | -48.3% | -12.5% | -35.8% | -45.0% |
| 6M | -47.8% | -10.6% | -37.2% | -44.9% |
| YTD | -56.6% | +52.7% | -109.3% | -67.8% |
| 1Y | -61.8% | +74.0% | -135.8% | -73.8% |
| 3Y | +807.5% | +104.8% | +702.8% | +436.9% |
| 5Y | -8.8% | +36.2% | -45.1% | -39.6% |
| All | -2.8% | +106.0% | -108.9% | -35.9% |
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 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