+13,289.6%
ROK vs LSCC
+9,784.2%
+3,505.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +7.1% | -8.5% | -2.7% |
| 7D | -13.8% | +13.0% | -26.8% | -15.8% |
| 30D | -14.9% | -19.8% | +4.9% | -11.6% |
| 3M | -14.7% | -18.4% | +3.7% | -11.8% |
| 6M | -17.7% | -16.1% | -1.6% | -16.2% |
| YTD | -2.5% | +42.7% | -45.2% | -11.0% |
| 1Y | +2.3% | +68.0% | -65.8% | -9.6% |
| 3Y | +52.7% | +85.8% | -33.1% | +27.7% |
| 5Y | +20.5% | +28.0% | -7.5% | +4.2% |
| 10Y | +284.0% | +1,255.1% | -971.1% | +108.7% |
| All | +13,289.6% | +9,784.2% | +3,505.4% | +4,463.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling