-10.6%
BA vs LSCC
+57.8%
-68.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.9% | +2.0% |
| 7D | +5.9% | +3.0% | +2.9% | +5.5% |
| 30D | -8.2% | -19.3% | +11.1% | -5.6% |
| 3M | -25.4% | -22.3% | -3.1% | -23.2% |
| 6M | -20.0% | -14.6% | -5.4% | -20.0% |
| YTD | -18.5% | +45.8% | -64.2% | -26.4% |
| 1Y | -10.6% | +69.6% | -80.2% | -23.9% |
| All | -10.6% | +57.8% | -68.5% | -23.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling