+19.7%
BAC vs LSCC
+18.7%
+1.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -8.6% | +5.0% | -2.3% |
| 7D | -2.7% | -4.8% | +2.1% | -2.1% |
| 30D | -8.0% | -27.1% | +19.1% | -3.7% |
| 3M | -20.9% | -23.6% | +2.7% | -18.1% |
| 6M | -5.4% | -19.8% | +14.5% | -4.1% |
| YTD | -8.1% | +33.2% | -41.3% | -16.0% |
| 1Y | -3.1% | +55.2% | -58.3% | -14.1% |
| 3Y | +88.1% | +70.1% | +18.0% | +55.0% |
| 5Y | +19.7% | +19.5% | +0.2% | -4.7% |
| All | +19.7% | +18.7% | +1.0% | -4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling