-3.5%
ROP vs LSCC
+81.4%
-84.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +7.1% | -10.1% | -2.9% |
| 7D | +2.1% | +13.0% | -10.8% | +2.2% |
| 30D | +32.9% | -19.8% | +52.7% | +33.3% |
| 3M | +20.0% | -18.4% | +38.4% | +20.3% |
| 6M | +36.4% | -16.1% | +52.5% | +35.7% |
| YTD | +7.8% | +42.7% | -34.9% | +2.0% |
| 1Y | +8.0% | +68.0% | -60.0% | +0.4% |
| 3Y | -3.5% | +85.8% | -89.3% | -14.1% |
| All | -3.5% | +81.4% | -84.9% | -14.1% |
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