+28.6%
ROK vs LSCC
+72.9%
-44.3%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.7% | +0.9% |
| 7D | +0.7% | +1.3% | -0.6% | +0.4% |
| 30D | -3.3% | -9.7% | +6.4% | -1.3% |
| 3M | -5.9% | -23.7% | +17.8% | -0.9% |
| 6M | +13.9% | +26.5% | -12.6% | +5.2% |
| YTD | +12.6% | +57.5% | -44.9% | -2.4% |
| 1Y | +28.6% | +75.7% | -47.1% | +9.0% |
| All | +28.6% | +72.9% | -44.3% | +9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling