+266.4%
ROK vs LSCC
+1,398.6%
-1,132.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +8.4% | -4.9% | +1.3% |
| 7D | -11.5% | +19.3% | -30.9% | -15.7% |
| 30D | -10.0% | -9.6% | -0.3% | -7.9% |
| 3M | -11.4% | -12.4% | +1.0% | -9.1% |
| 6M | -13.7% | -10.5% | -3.2% | -13.3% |
| YTD | +1.0% | +54.8% | -53.7% | -13.9% |
| 1Y | +5.6% | +79.4% | -73.7% | -13.7% |
| 3Y | +59.1% | +109.6% | -50.5% | +16.6% |
| 5Y | +26.1% | +40.4% | -14.2% | -3.3% |
| 10Y | +266.4% | +1,379.1% | -1,112.7% | +42.2% |
| All | +266.4% | +1,398.6% | -1,132.1% | +42.2% |
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