+6,084.9%
RIO vs LSCC
+5,148.3%
+936.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.6% | +0.1% |
| 7D | 0.0% | +1.3% | -1.3% | -0.3% |
| 30D | +4.0% | -9.7% | +13.6% | +5.7% |
| 3M | +0.1% | -23.7% | +23.8% | +4.0% |
| 6M | +12.7% | +26.5% | -13.8% | +6.6% |
| YTD | +35.6% | +57.5% | -22.0% | +23.0% |
| 1Y | +73.7% | +75.7% | -2.0% | +53.9% |
| 3Y | +93.3% | +19.5% | +73.8% | +74.8% |
| 5Y | +92.4% | +83.8% | +8.7% | +55.5% |
| 10Y | +606.9% | +1,772.4% | -1,165.4% | +262.3% |
| All | +6,084.9% | +5,148.3% | +936.6% | +2,614.2% |
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