-22.1%
ROP vs LSCC
+72.9%
-94.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.0% | -5.6% | -3.3% |
| 7D | -4.4% | +1.3% | -5.8% | -4.3% |
| 30D | +3.2% | -9.7% | +12.9% | +2.0% |
| 3M | +23.1% | -23.7% | +46.8% | +20.8% |
| 6M | +13.3% | +26.5% | -13.2% | +14.5% |
| YTD | -7.9% | +57.5% | -65.4% | -6.4% |
| 1Y | -22.1% | +75.7% | -97.7% | -21.0% |
| All | -22.1% | +72.9% | -94.9% | -21.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling