-15.8%
ROP vs LSCC
+20.0%
-35.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.0% | -5.6% | -3.6% |
| 7D | -4.4% | +1.3% | -5.8% | -4.5% |
| 30D | +3.2% | -9.7% | +12.9% | +3.4% |
| 3M | +23.1% | -23.7% | +46.8% | +23.9% |
| 6M | +13.3% | +26.5% | -13.2% | +10.0% |
| YTD | -7.9% | +57.5% | -65.4% | -12.5% |
| 1Y | -22.1% | +75.7% | -97.7% | -27.1% |
| All | -15.8% | +20.0% | -35.8% | -22.8% |
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