+562.1%
ROKU vs LSCC
+2,141.8%
-1,579.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.0% | -3.7% | -2.6% |
| 7D | -1.3% | +1.3% | -2.6% | -1.9% |
| 30D | +5.9% | -9.7% | +15.5% | +10.1% |
| 3M | +23.9% | -23.7% | +47.6% | +34.6% |
| 6M | +59.6% | +26.5% | +33.1% | +36.1% |
| YTD | +43.4% | +57.5% | -14.1% | +8.6% |
| 1Y | +60.2% | +75.7% | -15.5% | +13.7% |
| 3Y | +90.4% | +19.5% | +70.9% | +46.9% |
| 5Y | -54.5% | +83.8% | -138.3% | -72.3% |
| All | +562.1% | +2,141.8% | -1,579.7% | +123.9% |
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