+67.4%
RMD vs LSCC
+101.3%
-33.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.5% |
| 7D | +3.1% | +5.0% | -1.9% | +2.6% |
| 30D | +1.8% | -11.7% | +13.5% | +2.6% |
| 3M | +6.7% | -13.3% | +20.0% | +7.5% |
| 6M | +13.9% | -12.5% | +26.4% | +13.1% |
| YTD | -2.0% | +51.2% | -53.2% | -11.2% |
| 1Y | -5.4% | +65.9% | -71.3% | -15.6% |
| 3Y | +67.4% | +95.3% | -28.0% | +38.9% |
| All | +67.4% | +101.3% | -33.9% | +38.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling