-34.4%
BAX vs LSCC
+1,772.4%
-1,806.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +0.7% |
| 7D | -1.1% | +1.3% | -2.5% | -1.3% |
| 30D | -5.5% | -9.7% | +4.2% | -4.3% |
| 3M | +33.5% | -23.7% | +57.2% | +37.2% |
| 6M | +35.9% | +26.5% | +9.4% | +29.1% |
| YTD | +35.4% | +57.5% | -22.2% | +24.6% |
| 1Y | +9.8% | +75.7% | -65.9% | -0.9% |
| 3Y | -32.7% | +19.5% | -52.2% | -38.7% |
| 5Y | -65.6% | +83.8% | -149.3% | -71.2% |
| All | -34.4% | +1,772.4% | -1,806.8% | -62.0% |
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