+343.5%
ROK vs LSCC
+1,791.9%
-1,448.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -1.4% |
| 7D | +2.8% | +5.2% | -2.4% | +1.4% |
| 30D | -2.4% | -9.6% | +7.2% | +0.1% |
| 3M | -4.7% | -17.8% | +13.1% | -0.9% |
| 6M | +16.8% | +37.4% | -20.7% | +4.7% |
| YTD | +11.4% | +59.7% | -48.3% | -4.8% |
| 1Y | +26.2% | +76.2% | -50.1% | +4.3% |
| 3Y | +51.9% | +28.2% | +23.7% | +28.0% |
| 5Y | +46.4% | +87.2% | -40.8% | +5.6% |
| 10Y | +343.5% | +1,795.0% | -1,451.5% | +80.2% |
| All | +343.5% | +1,791.9% | -1,448.4% | +80.2% |
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