+396.6%
BAC vs LSCC
+1,772.4%
-1,375.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -0.5% |
| 7D | +1.1% | +1.3% | -0.2% | +0.8% |
| 30D | -0.4% | -9.7% | +9.3% | +1.4% |
| 3M | +16.9% | -23.7% | +40.6% | +21.6% |
| 6M | +26.6% | +26.5% | +0.1% | +17.4% |
| YTD | +15.8% | +57.5% | -41.7% | +1.6% |
| 1Y | +27.2% | +75.7% | -48.5% | +8.2% |
| 3Y | +132.4% | +19.5% | +112.9% | +103.3% |
| 5Y | +72.6% | +83.8% | -11.2% | +27.9% |
| All | +396.6% | +1,772.4% | -1,375.8% | +117.7% |
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