+262.6%
ROK vs LSCC
+1,333.6%
-1,071.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.3% | +4.3% | +2.6% |
| 7D | -11.0% | +5.0% | -16.1% | -12.1% |
| 30D | -8.2% | -11.7% | +3.6% | -5.5% |
| 3M | -8.5% | -13.3% | +4.8% | -5.8% |
| 6M | -12.0% | -12.5% | +0.6% | -11.0% |
| YTD | +3.1% | +51.2% | -48.1% | -11.7% |
| 1Y | +2.9% | +65.9% | -63.0% | -14.2% |
| 3Y | +60.7% | +95.3% | -34.7% | +20.0% |
| 5Y | +29.5% | +38.6% | -9.1% | -0.4% |
| 10Y | +262.6% | +1,352.3% | -1,089.7% | +41.8% |
| All | +262.6% | +1,333.6% | -1,071.0% | +41.8% |
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