+448.5%
RSG vs LSCC
+1,333.6%
-885.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.7% | +0.5% |
| 7D | +2.0% | +5.0% | -3.1% | +1.6% |
| 30D | +14.2% | -11.7% | +25.9% | +14.7% |
| 3M | +15.8% | -13.3% | +29.1% | +16.2% |
| 6M | +24.6% | -12.5% | +37.1% | +24.1% |
| YTD | +18.2% | +51.2% | -33.0% | +12.3% |
| 1Y | +22.8% | +65.9% | -43.1% | +15.6% |
| 3Y | +62.4% | +95.3% | -33.0% | +46.0% |
| 5Y | +96.0% | +38.6% | +57.4% | +76.6% |
| 10Y | +448.5% | +1,352.3% | -903.8% | +273.2% |
| All | +448.5% | +1,333.6% | -885.1% | +273.2% |
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