+220.7%
ROL vs LSCC
+1,351.6%
-1,130.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.5% | +8.0% | +3.0% |
| 7D | +3.0% | +7.0% | -4.0% | +2.3% |
| 30D | +19.8% | -2.3% | +22.1% | +19.5% |
| 3M | +7.9% | -12.5% | +20.4% | +8.4% |
| 6M | -25.6% | -10.6% | -15.1% | -26.2% |
| YTD | -34.1% | +52.7% | -86.8% | -38.6% |
| 1Y | -31.4% | +74.0% | -105.4% | -37.0% |
| 3Y | +4.7% | +104.8% | -100.1% | -9.6% |
| 5Y | +15.6% | +36.2% | -20.6% | +1.0% |
| All | +220.7% | +1,351.6% | -1,130.8% | +96.4% |
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