-33.9%
BAX vs LSCC
+1,398.6%
-1,432.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +8.4% | -6.0% | +1.2% |
| 7D | +9.0% | +19.3% | -10.3% | +6.3% |
| 30D | +8.5% | -9.6% | +18.1% | +9.5% |
| 3M | -4.1% | -12.4% | +8.3% | -3.1% |
| 6M | +46.9% | -10.5% | +57.4% | +46.2% |
| YTD | +38.4% | +54.8% | -16.4% | +26.7% |
| 1Y | +47.0% | +79.4% | -32.4% | +31.6% |
| 3Y | -14.9% | +109.6% | -124.5% | -27.9% |
| 5Y | -62.5% | +40.4% | -102.9% | -67.8% |
| 10Y | -33.9% | +1,379.1% | -1,413.0% | -62.2% |
| All | -33.9% | +1,398.6% | -1,432.5% | -62.2% |
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