+303.0%
ROST vs LSCC
+1,791.9%
-1,489.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.7% |
| 7D | +0.2% | +5.2% | -5.0% | -0.7% |
| 30D | -10.0% | -9.6% | -0.3% | -8.4% |
| 3M | +1.2% | -17.8% | +19.0% | +3.7% |
| 6M | +8.9% | +37.4% | -28.5% | +0.1% |
| YTD | +28.1% | +59.7% | -31.6% | +13.2% |
| 1Y | +53.0% | +76.2% | -23.3% | +31.7% |
| 3Y | +97.9% | +28.2% | +69.7% | +72.1% |
| 5Y | +112.0% | +87.2% | +24.8% | +60.2% |
| 10Y | +303.0% | +1,795.0% | -1,492.0% | +113.2% |
| All | +303.0% | +1,791.9% | -1,489.0% | +113.2% |
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