+95.8%
RIO vs LSCC
+82.7%
+13.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.6% | 0.0% |
| 7D | 0.0% | +1.3% | -1.3% | -0.3% |
| 30D | +4.0% | -9.7% | +13.6% | +5.8% |
| 3M | +0.1% | -23.7% | +23.8% | +4.4% |
| 6M | +12.7% | +26.5% | -13.8% | +6.1% |
| YTD | +35.6% | +57.5% | -22.0% | +22.2% |
| 1Y | +73.7% | +75.7% | -2.0% | +52.8% |
| 3Y | +93.3% | +19.5% | +73.8% | +74.3% |
| All | +95.8% | +82.7% | +13.1% | +45.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling