+29.1%
RIO vs LSCC
+73.4%
-44.3%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +8.4% | -5.3% | +1.4% |
| 7D | +4.4% | +19.3% | -14.9% | +0.4% |
| 30D | -8.9% | -9.6% | +0.8% | -7.3% |
| 3M | -12.7% | -12.4% | -0.3% | -11.0% |
| 6M | -16.2% | -10.5% | -5.8% | -16.1% |
| YTD | +13.4% | +54.8% | -41.4% | +0.3% |
| All | +29.1% | +73.4% | -44.3% | +12.9% |
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