+87.4%
BAC vs LSCC
+81.4%
+6.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.1% | -7.8% | -1.6% |
| 7D | -1.2% | +13.0% | -14.1% | -2.9% |
| 30D | -7.7% | -19.8% | +12.2% | -5.2% |
| 3M | -21.2% | -18.4% | -2.8% | -19.4% |
| 6M | -6.8% | -16.1% | +9.3% | -6.4% |
| YTD | -8.7% | +42.7% | -51.4% | -17.0% |
| 1Y | -5.3% | +68.0% | -73.3% | -16.5% |
| 3Y | +87.4% | +85.8% | +1.6% | +46.8% |
| All | +87.4% | +81.4% | +6.1% | +46.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling