+4,914.6%
RIO vs LSCC
+4,655.6%
+259.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.1% | -6.4% | -0.6% |
| 7D | +2.2% | +13.0% | -10.7% | -0.1% |
| 30D | -10.1% | -19.8% | +9.7% | -7.0% |
| 3M | -14.1% | -18.4% | +4.3% | -11.8% |
| 6M | -18.9% | -16.1% | -2.8% | -17.8% |
| YTD | +9.9% | +42.7% | -32.8% | +0.8% |
| 1Y | +27.0% | +68.0% | -41.0% | +13.0% |
| 3Y | +50.1% | +85.8% | -35.8% | +25.4% |
| 5Y | +95.3% | +28.0% | +67.2% | +67.1% |
| 10Y | +425.9% | +1,255.1% | -829.2% | +183.8% |
| All | +4,914.6% | +4,655.6% | +259.0% | +2,123.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling