+213.4%
RSP vs LSCC
+1,244.7%
-1,031.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.1% | -7.5% | -1.7% |
| 7D | -1.0% | +13.0% | -14.0% | -3.5% |
| 30D | +2.6% | -19.8% | +22.4% | +6.3% |
| 3M | -0.8% | -18.4% | +17.6% | +2.0% |
| 6M | +6.3% | -16.1% | +22.4% | +7.0% |
| YTD | +14.1% | +42.7% | -28.6% | +1.8% |
| 1Y | +18.0% | +68.0% | -50.0% | +1.6% |
| 3Y | +61.0% | +85.8% | -24.8% | +27.6% |
| 5Y | +45.6% | +28.0% | +17.5% | +18.2% |
| All | +213.4% | +1,244.7% | -1,031.3% | +51.0% |
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 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