+70,808.4%
ROST vs LSCC
+10,808.2%
+60,000.2%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -0.7% |
| 7D | +0.9% | +1.3% | -0.4% | +0.7% |
| 30D | -8.9% | -9.7% | +0.8% | -7.7% |
| 3M | -0.8% | -23.7% | +22.9% | +2.1% |
| 6M | +8.5% | +26.5% | -18.0% | +3.0% |
| YTD | +28.6% | +57.5% | -28.9% | +17.5% |
| 1Y | +52.3% | +75.7% | -23.4% | +36.3% |
| 3Y | +94.8% | +19.5% | +75.4% | +76.8% |
| 5Y | +110.8% | +83.8% | +27.0% | +74.7% |
| 10Y | +304.5% | +1,772.4% | -1,467.8% | +130.1% |
| All | +70,808.4% | +10,808.2% | +60,000.2% | +20,726.6% |
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 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