-0.9%
BA vs LSCC
+82.7%
-83.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.3% |
| 7D | +1.2% | +1.3% | -0.2% | +0.8% |
| 30D | -11.6% | -9.7% | -2.0% | -9.5% |
| 3M | -2.4% | -23.7% | +21.3% | +2.9% |
| 6M | -6.6% | +26.5% | -33.1% | -14.9% |
| YTD | -2.2% | +57.5% | -59.8% | -17.0% |
| 1Y | -8.0% | +75.7% | -83.7% | -24.9% |
| 3Y | -5.0% | +19.5% | -24.5% | -19.0% |
| All | -0.9% | +82.7% | -83.6% | -35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling