-40.5%
RIG vs LSCC
+2,180.0%
-2,220.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.0% | -4.8% | -3.3% |
| 7D | +0.9% | +1.3% | -0.4% | +0.6% |
| 30D | +13.8% | -9.7% | +23.5% | +16.1% |
| 3M | -6.4% | -23.7% | +17.3% | -2.2% |
| 6M | -8.2% | +26.5% | -34.7% | -15.0% |
| YTD | +41.6% | +57.5% | -15.9% | +24.5% |
| 1Y | +88.7% | +75.7% | +13.0% | +61.5% |
| 3Y | -30.9% | +19.5% | -50.3% | -37.9% |
| 5Y | +57.7% | +83.8% | -26.1% | +26.0% |
| 10Y | -39.3% | +1,772.4% | -1,811.6% | -68.6% |
| All | -40.5% | +2,180.0% | -2,220.5% | -77.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling