+65.1%
RSG vs LSCC
+81.4%
-16.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.1% | -8.2% | -0.7% |
| 7D | +1.2% | +13.0% | -11.8% | +1.8% |
| 30D | +14.2% | -19.8% | +34.0% | +13.6% |
| 3M | +18.2% | -18.4% | +36.6% | +17.8% |
| 6M | +24.4% | -16.1% | +40.5% | +24.0% |
| YTD | +17.9% | +42.7% | -24.9% | +17.0% |
| 1Y | +22.3% | +68.0% | -45.7% | +21.2% |
| 3Y | +65.1% | +85.8% | -20.7% | +63.6% |
| All | +65.1% | +81.4% | -16.2% | +63.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling