-22.2%
RKT vs LSCC
+271.4%
-293.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.0% | -3.1% | -1.7% |
| 7D | +2.1% | +1.3% | +0.8% | +1.7% |
| 30D | +1.4% | -9.7% | +11.1% | +4.2% |
| 3M | +6.3% | -23.7% | +30.0% | +13.3% |
| 6M | -15.5% | +26.5% | -41.9% | -22.9% |
| YTD | -27.4% | +57.5% | -84.9% | -39.0% |
| 1Y | -26.6% | +75.7% | -102.3% | -41.1% |
| 3Y | +41.2% | +19.5% | +21.8% | +21.5% |
| 5Y | -6.4% | +83.8% | -90.2% | -36.2% |
| All | -22.2% | +271.4% | -293.6% | -61.8% |
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