+216.0%
ROL vs LSCC
+1,244.7%
-1,028.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +7.1% | -9.2% | -2.7% |
| 7D | +9.5% | +13.0% | -3.5% | +8.3% |
| 30D | +22.9% | -19.8% | +42.8% | +24.9% |
| 3M | +3.5% | -18.4% | +21.9% | +4.8% |
| 6M | -29.4% | -16.1% | -13.3% | -29.5% |
| YTD | -36.1% | +42.7% | -78.8% | -40.0% |
| 1Y | -34.4% | +68.0% | -102.4% | -39.6% |
| 3Y | +4.0% | +85.8% | -81.8% | -9.2% |
| 5Y | +13.2% | +28.0% | -14.8% | -0.5% |
| All | +216.0% | +1,244.7% | -1,028.7% | +93.1% |
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