+30,080.4%
ROP vs LSCC
+4,381.4%
+25,699.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.6% | +8.3% | +1.1% |
| 7D | +9.2% | -4.8% | +14.0% | +9.7% |
| 30D | +35.5% | -27.1% | +62.6% | +41.2% |
| 3M | +24.4% | -23.6% | +48.0% | +28.0% |
| 6M | +38.0% | -19.8% | +57.9% | +38.5% |
| YTD | +11.1% | +33.2% | -22.1% | +1.2% |
| 1Y | +10.9% | +55.2% | -44.3% | -1.7% |
| 3Y | -0.5% | +70.1% | -70.6% | -17.3% |
| 5Y | +4.5% | +19.5% | -15.0% | -11.7% |
| 10Y | +207.5% | +1,164.9% | -957.4% | +64.0% |
| All | +30,080.4% | +4,381.4% | +25,699.1% | +10,273.8% |
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