-3.1%
BAC vs LSCC
+69.4%
-72.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.4% |
| 7D | +2.1% | +5.0% | -3.0% | +1.6% |
| 30D | -6.7% | -11.7% | +5.0% | -6.0% |
| 3M | -20.2% | -13.3% | -6.9% | -19.7% |
| 6M | -0.2% | -12.5% | +12.3% | -0.8% |
| YTD | -6.4% | +51.2% | -57.6% | -14.9% |
| 1Y | -3.1% | +65.9% | -69.0% | -14.4% |
| All | -3.1% | +69.4% | -72.5% | -14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling