-18.0%
RKT vs LSCC
+214.1%
-232.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -8.6% | +7.3% | +1.1% |
| 7D | +24.3% | -4.8% | +29.2% | +25.3% |
| 30D | +27.9% | -27.1% | +55.0% | +38.2% |
| 3M | +6.9% | -23.6% | +30.5% | +13.2% |
| 6M | +5.2% | -19.8% | +25.0% | +8.0% |
| YTD | -23.5% | +33.2% | -56.7% | -33.8% |
| 1Y | -9.1% | +55.2% | -64.3% | -25.0% |
| 3Y | +81.5% | +70.1% | +11.4% | +33.9% |
| 5Y | -2.0% | +19.5% | -21.5% | -27.5% |
| All | -18.0% | +214.1% | -232.1% | -58.5% |
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