+251.7%
BAC vs LSCC
+1,398.6%
-1,146.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +8.4% | -6.2% | +0.6% |
| 7D | +2.0% | +19.3% | -17.4% | -1.8% |
| 30D | -6.9% | -9.6% | +2.7% | -5.6% |
| 3M | -19.6% | -12.4% | -7.2% | -18.3% |
| 6M | -0.5% | -10.5% | +10.0% | -1.0% |
| YTD | -6.6% | +54.8% | -61.4% | -18.7% |
| 1Y | -3.0% | +79.4% | -82.3% | -18.4% |
| 3Y | +97.3% | +109.6% | -12.3% | +50.3% |
| 5Y | +21.9% | +40.4% | -18.5% | -4.5% |
| 10Y | +251.7% | +1,379.1% | -1,127.4% | +55.6% |
| All | +251.7% | +1,398.6% | -1,146.9% | +55.6% |
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 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