+2,229.1%
RSG vs LSCC
+1,354.8%
+874.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.1% | -8.2% | -1.7% |
| 7D | +1.2% | +13.0% | -11.8% | -0.2% |
| 30D | +14.2% | -19.8% | +34.0% | +16.1% |
| 3M | +18.2% | -18.4% | +36.6% | +19.6% |
| 6M | +24.4% | -16.1% | +40.5% | +24.2% |
| YTD | +17.9% | +42.7% | -24.9% | +10.5% |
| 1Y | +22.3% | +68.0% | -45.7% | +12.6% |
| 3Y | +65.1% | +85.8% | -20.7% | +44.9% |
| 5Y | +97.9% | +28.0% | +69.9% | +75.2% |
| 10Y | +464.6% | +1,255.1% | -790.5% | +262.3% |
| All | +2,229.1% | +1,354.8% | +874.3% | +940.4% |
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