+120.6%
ROST vs LSCC
+47.5%
+73.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +10.4% | -9.4% | -0.7% |
| 7D | -1.8% | +14.5% | -16.3% | -4.1% |
| 30D | +6.8% | -0.1% | +6.9% | +6.2% |
| 3M | -4.0% | -2.7% | -1.3% | -4.6% |
| 6M | +12.9% | -4.8% | +17.7% | +11.2% |
| YTD | +34.7% | +66.9% | -32.1% | +18.1% |
| 1Y | +49.5% | +85.8% | -36.3% | +28.1% |
| 3Y | +101.5% | +115.6% | -14.1% | +56.1% |
| All | +120.6% | +47.5% | +73.1% | +74.6% |
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