+112.3%
ROST vs LSCC
+82.7%
+29.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -0.8% |
| 7D | +0.9% | +1.3% | -0.4% | +0.7% |
| 30D | -8.9% | -9.7% | +0.8% | -7.5% |
| 3M | -0.8% | -23.7% | +22.9% | +2.7% |
| 6M | +8.5% | +26.5% | -18.0% | +1.7% |
| YTD | +28.6% | +57.5% | -28.9% | +14.8% |
| 1Y | +52.3% | +75.7% | -23.4% | +32.2% |
| 3Y | +94.8% | +19.5% | +75.4% | +76.5% |
| All | +112.3% | +82.7% | +29.6% | +55.9% |
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 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