+54.7%
RSP vs LSCC
+20.0%
+34.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -0.7% |
| 7D | -0.8% | +1.3% | -2.1% | -0.9% |
| 30D | -0.3% | -9.7% | +9.3% | +0.9% |
| 3M | +4.3% | -23.7% | +28.0% | +7.3% |
| 6M | +8.8% | +26.5% | -17.7% | +3.3% |
| YTD | +15.3% | +57.5% | -42.3% | +5.3% |
| 1Y | +18.3% | +75.7% | -57.4% | +5.7% |
| All | +54.7% | +20.0% | +34.7% | +37.4% |
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 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