+30.8%
RIO vs LSCC
+57.8%
-27.0%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.3% | +2.3% | +3.3% |
| 7D | -1.6% | +3.0% | -4.6% | -2.3% |
| 30D | -11.6% | -19.3% | +7.7% | -7.9% |
| 3M | -12.7% | -22.3% | +9.6% | -8.7% |
| 6M | -12.4% | -14.6% | +2.2% | -11.4% |
| YTD | +11.0% | +45.8% | -34.8% | -0.3% |
| 1Y | +30.8% | +69.6% | -38.8% | +14.6% |
| All | +30.8% | +57.8% | -27.0% | +14.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling