+92.7%
RIO vs LSCC
+47.5%
+45.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.4% | -9.8% | -1.4% |
| 7D | +0.5% | +14.5% | -14.0% | -2.3% |
| 30D | -9.9% | -0.1% | -9.8% | -10.4% |
| 3M | -14.0% | -2.7% | -11.4% | -14.4% |
| 6M | -19.5% | -4.8% | -14.7% | -20.4% |
| YTD | +11.5% | +66.9% | -55.3% | -1.4% |
| 1Y | +26.9% | +85.8% | -58.9% | +9.9% |
| 3Y | +55.1% | +115.6% | -60.4% | +24.2% |
| All | +92.7% | +47.5% | +45.2% | +51.3% |
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