+31.8%
BA vs LSCC
+1,244.7%
-1,212.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.1% | -6.6% | -1.4% |
| 7D | +1.1% | +13.0% | -11.9% | -2.5% |
| 30D | -7.9% | -19.8% | +11.9% | -3.2% |
| 3M | -25.3% | -18.4% | -6.9% | -22.3% |
| 6M | -24.6% | -16.1% | -8.5% | -23.8% |
| YTD | -20.1% | +42.7% | -62.9% | -32.2% |
| 1Y | -11.8% | +68.0% | -79.8% | -28.9% |
| 3Y | -10.1% | +85.8% | -96.0% | -35.5% |
| 5Y | -22.7% | +28.0% | -50.8% | -42.4% |
| All | +31.8% | +1,244.7% | -1,212.9% | -52.3% |
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