+89.4%
RSG vs LSCC
+85.6%
+3.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.5% |
| 7D | -0.7% | +5.2% | -5.9% | -0.8% |
| 30D | +3.3% | -9.6% | +12.9% | +3.4% |
| 3M | +8.5% | -17.8% | +26.2% | +8.7% |
| 6M | -3.5% | +37.4% | -41.0% | -5.4% |
| YTD | +5.5% | +59.7% | -54.2% | +2.6% |
| 1Y | -1.7% | +76.2% | -78.0% | -5.0% |
| 3Y | +56.9% | +28.2% | +28.7% | +53.0% |
| 5Y | +89.4% | +87.2% | +2.2% | +68.9% |
| All | +89.4% | +85.6% | +3.8% | +68.9% |
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