+24,936.4%
ROP vs LSCC
+5,198.3%
+19,738.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.0% | -5.6% | -3.9% |
| 7D | -4.4% | +1.3% | -5.8% | -4.7% |
| 30D | +3.2% | -9.7% | +12.9% | +4.7% |
| 3M | +23.1% | -23.7% | +46.8% | +26.4% |
| 6M | +13.3% | +26.5% | -13.2% | +6.2% |
| YTD | -7.9% | +57.5% | -65.4% | -17.3% |
| 1Y | -22.1% | +75.7% | -97.7% | -31.7% |
| 3Y | -16.8% | +19.5% | -36.3% | -26.1% |
| 5Y | -13.5% | +83.8% | -97.3% | -31.2% |
| 10Y | +137.7% | +1,772.4% | -1,634.7% | +19.9% |
| All | +24,936.4% | +5,198.3% | +19,738.1% | +8,380.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling