+6.2%
ROL vs LSCC
+69.3%
-63.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -8.6% | +9.6% | +1.0% |
| 7D | +11.7% | -4.8% | +16.6% | +11.7% |
| 30D | +27.7% | -27.1% | +54.8% | +27.9% |
| 3M | +3.7% | -23.6% | +27.3% | +3.8% |
| 6M | -27.8% | -19.8% | -7.9% | -28.1% |
| YTD | -34.7% | +33.2% | -67.9% | -36.2% |
| 1Y | -34.1% | +55.2% | -89.3% | -35.9% |
| All | +6.2% | +69.3% | -63.1% | +2.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling