+0.9%
ROP vs LSCC
+40.9%
-40.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +0.7% |
| 7D | +0.2% | +5.0% | -4.8% | -0.2% |
| 30D | +30.3% | -11.7% | +42.1% | +31.1% |
| 3M | +17.8% | -13.3% | +31.1% | +18.4% |
| 6M | +38.9% | -12.5% | +51.4% | +38.0% |
| YTD | +7.6% | +51.2% | -43.6% | -1.0% |
| 1Y | +6.5% | +65.9% | -59.4% | -3.4% |
| 3Y | -6.3% | +95.3% | -101.6% | -21.1% |
| 5Y | +0.9% | +38.6% | -37.7% | -16.0% |
| All | +0.9% | +40.9% | -40.0% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling