+353.5%
RMD vs LSCC
+1,244.7%
-891.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +7.1% | -8.8% | -2.8% |
| 7D | +2.3% | +13.0% | -10.6% | +0.1% |
| 30D | +4.1% | -19.8% | +24.0% | +7.3% |
| 3M | +5.7% | -18.4% | +24.1% | +8.1% |
| 6M | +12.9% | -16.1% | +29.0% | +12.8% |
| YTD | -1.5% | +42.7% | -44.2% | -12.0% |
| 1Y | -4.8% | +68.0% | -72.8% | -17.7% |
| 3Y | +57.5% | +85.8% | -28.4% | +26.3% |
| 5Y | -5.5% | +28.0% | -33.5% | -23.0% |
| All | +353.5% | +1,244.7% | -891.2% | +134.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling