+1,994.5%
RSG vs LSCC
+1,505.5%
+489.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.0% | -3.1% | -1.3% |
| 7D | +0.3% | +1.3% | -1.0% | +0.1% |
| 30D | +7.6% | -9.7% | +17.3% | +8.5% |
| 3M | +7.4% | -23.7% | +31.1% | +9.4% |
| 6M | -3.3% | +26.5% | -29.8% | -7.1% |
| YTD | +6.0% | +57.5% | -51.5% | -0.9% |
| 1Y | -3.7% | +75.7% | -79.4% | -11.4% |
| 3Y | +59.1% | +19.5% | +39.6% | +47.4% |
| 5Y | +89.0% | +83.8% | +5.3% | +61.6% |
| 10Y | +412.5% | +1,772.4% | -1,359.9% | +218.6% |
| All | +1,994.5% | +1,505.5% | +489.0% | +833.0% |
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