-21.2%
RIG vs LSCC
+81.4%
-102.6%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +7.1% | -4.4% | +0.7% |
| 7D | -24.5% | +13.0% | -37.5% | -27.5% |
| 30D | -2.8% | -19.8% | +17.0% | +2.8% |
| 3M | +1.6% | -18.4% | +19.9% | +5.9% |
| 6M | -15.9% | -16.1% | +0.2% | -15.9% |
| YTD | +26.9% | +42.7% | -15.9% | +0.1% |
| 1Y | +34.4% | +68.0% | -33.6% | -1.1% |
| 3Y | -21.2% | +85.8% | -107.0% | -49.1% |
| All | -21.2% | +81.4% | -102.6% | -49.1% |
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