-53.6%
ROKU vs LSCC
+85.6%
-139.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.5% | -0.8% |
| 7D | -0.1% | +5.2% | -5.3% | -2.4% |
| 30D | +1.5% | -9.6% | +11.1% | +5.8% |
| 3M | +25.7% | -17.8% | +43.5% | +33.1% |
| 6M | +54.5% | +37.4% | +17.0% | +23.8% |
| YTD | +43.2% | +59.7% | -16.5% | +3.4% |
| 1Y | +56.3% | +76.2% | -19.9% | +5.2% |
| 3Y | +86.1% | +28.2% | +57.9% | +35.2% |
| 5Y | -53.6% | +87.2% | -140.8% | -78.6% |
| All | -53.6% | +85.6% | -139.2% | -78.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling