-5.5%
ROP vs LSCC
+104.5%
-110.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +8.4% | -9.5% | -1.0% |
| 7D | -1.6% | +19.3% | -21.0% | -1.5% |
| 30D | +29.5% | -9.6% | +39.2% | +29.9% |
| 3M | +17.5% | -12.4% | +30.0% | +17.9% |
| 6M | +38.1% | -10.5% | +48.5% | +37.6% |
| YTD | +7.0% | +54.8% | -47.8% | +1.3% |
| 1Y | +6.5% | +79.4% | -72.9% | -0.8% |
| 3Y | -5.5% | +109.6% | -115.1% | -16.0% |
| All | -5.5% | +104.5% | -110.0% | -16.0% |
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 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