+263.2%
BAC vs LSCC
+1,244.7%
-981.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.1% | -7.8% | -2.1% |
| 7D | -1.2% | +13.0% | -14.1% | -3.7% |
| 30D | -7.7% | -19.8% | +12.2% | -4.1% |
| 3M | -21.2% | -18.4% | -2.8% | -18.7% |
| 6M | -6.8% | -16.1% | +9.3% | -6.2% |
| YTD | -8.7% | +42.7% | -51.4% | -19.2% |
| 1Y | -5.3% | +68.0% | -73.3% | -19.3% |
| 3Y | +87.4% | +85.8% | +1.6% | +46.5% |
| 5Y | +18.9% | +28.0% | -9.1% | -5.0% |
| All | +263.2% | +1,244.7% | -981.5% | +64.9% |
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 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