-33.3%
BAX vs LSCC
+1,435.5%
-1,468.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.2% | +0.9% | -1.8% |
| 7D | +0.4% | +21.2% | -20.9% | -2.4% |
| 30D | +3.4% | -1.9% | +5.3% | +3.2% |
| 3M | -4.5% | -8.1% | +3.6% | -4.2% |
| 6M | +44.0% | -5.2% | +49.3% | +42.1% |
| YTD | +34.9% | +61.5% | -26.6% | +22.6% |
| 1Y | +37.9% | +81.3% | -43.4% | +23.2% |
| 3Y | -17.1% | +108.7% | -125.8% | -29.7% |
| 5Y | -64.3% | +44.1% | -108.4% | -69.4% |
| All | -33.3% | +1,435.5% | -1,468.9% | -61.5% |
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