-29.6%
RIG vs LSCC
+27.3%
-56.8%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -2.0% |
| 7D | -2.7% | +5.2% | -7.9% | -4.2% |
| 30D | +9.5% | -9.6% | +19.1% | +12.6% |
| 3M | -6.6% | -17.8% | +11.1% | -2.9% |
| 6M | -2.9% | +37.4% | -40.3% | -18.1% |
| YTD | +39.5% | +59.7% | -20.2% | +9.9% |
| 1Y | +82.3% | +76.2% | +6.1% | +37.0% |
| 3Y | -29.6% | +28.2% | -57.8% | -48.0% |
| All | -29.6% | +27.3% | -56.8% | -48.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling