+316.4%
ROST vs LSCC
+1,333.6%
-1,017.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.3% |
| 7D | +3.2% | +5.0% | -1.9% | +2.1% |
| 30D | +7.4% | -11.7% | +19.2% | +9.2% |
| 3M | -6.1% | -13.3% | +7.3% | -4.6% |
| 6M | +6.2% | -12.5% | +18.8% | +6.1% |
| YTD | +33.4% | +51.2% | -17.7% | +17.6% |
| 1Y | +48.8% | +65.9% | -17.1% | +28.5% |
| 3Y | +99.5% | +95.3% | +4.2% | +55.4% |
| 5Y | +112.7% | +38.6% | +74.1% | +68.6% |
| 10Y | +316.4% | +1,352.3% | -1,035.9% | +110.9% |
| All | +316.4% | +1,333.6% | -1,017.2% | +110.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling