-49.6%
RIG vs LSCC
+1,398.6%
-1,448.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +8.4% | -9.8% | -4.4% |
| 7D | -17.0% | +19.3% | -36.3% | -22.7% |
| 30D | -6.2% | -9.6% | +3.5% | -4.3% |
| 3M | -1.7% | -12.4% | +10.7% | +0.2% |
| 6M | -19.2% | -10.5% | -8.8% | -21.0% |
| YTD | +25.2% | +54.8% | -29.6% | -4.5% |
| 1Y | +29.9% | +79.4% | -49.5% | -6.9% |
| 3Y | -21.3% | +109.6% | -130.9% | -51.0% |
| 5Y | +40.5% | +40.4% | +0.1% | -5.9% |
| 10Y | -49.6% | +1,379.1% | -1,428.7% | -86.6% |
| All | -49.6% | +1,398.6% | -1,448.1% | -86.6% |
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