+214.9%
ROL vs LSCC
+1,398.6%
-1,183.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +8.4% | -6.4% | +1.4% |
| 7D | +7.5% | +19.3% | -11.8% | +5.8% |
| 30D | +21.1% | -9.6% | +30.8% | +21.8% |
| 3M | +3.1% | -12.4% | +15.6% | +3.7% |
| 6M | -27.4% | -10.5% | -17.0% | -27.9% |
| YTD | -34.7% | +54.8% | -89.5% | -39.2% |
| 1Y | -32.9% | +79.4% | -112.3% | -38.6% |
| 3Y | +6.1% | +109.6% | -103.4% | -8.5% |
| 5Y | +16.3% | +40.4% | -24.0% | +1.4% |
| 10Y | +214.9% | +1,379.1% | -1,164.2% | +93.5% |
| All | +214.9% | +1,398.6% | -1,183.7% | +93.5% |
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