+192.6%
ROP vs LSCC
+1,244.7%
-1,052.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +7.1% | -10.1% | -3.7% |
| 7D | +2.1% | +13.0% | -10.8% | +0.6% |
| 30D | +32.9% | -19.8% | +52.7% | +35.7% |
| 3M | +20.0% | -18.4% | +38.4% | +21.8% |
| 6M | +36.4% | -16.1% | +52.5% | +35.7% |
| YTD | +7.8% | +42.7% | -34.9% | -2.4% |
| 1Y | +8.0% | +68.0% | -60.0% | -5.0% |
| 3Y | -3.5% | +85.8% | -89.3% | -21.0% |
| 5Y | +1.5% | +28.0% | -26.6% | -15.5% |
| All | +192.6% | +1,244.7% | -1,052.1% | +47.4% |
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