+363.3%
RIO vs LSCC
+1,498.6%
-1,135.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.4% | -9.8% | -1.6% |
| 7D | +0.5% | +14.5% | -14.0% | -2.5% |
| 30D | -9.9% | -0.1% | -9.8% | -10.5% |
| 3M | -14.0% | -2.7% | -11.4% | -14.5% |
| 6M | -19.5% | -4.8% | -14.7% | -20.5% |
| YTD | +11.5% | +66.9% | -55.3% | -2.9% |
| 1Y | +26.9% | +85.8% | -58.9% | +7.9% |
| 3Y | +55.1% | +115.6% | -60.4% | +20.7% |
| 5Y | +90.7% | +48.8% | +41.9% | +52.2% |
| 10Y | +363.3% | +1,490.3% | -1,126.9% | +122.8% |
| All | +363.3% | +1,498.6% | -1,135.2% | +122.8% |
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