-36.8%
BAX vs LSCC
+1,244.7%
-1,281.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.1% | -6.6% | -0.4% |
| 7D | +12.1% | +13.0% | -0.8% | +10.2% |
| 30D | +7.6% | -19.8% | +27.4% | +10.4% |
| 3M | -4.5% | -18.4% | +13.9% | -2.6% |
| 6M | +52.0% | -16.1% | +68.1% | +52.6% |
| YTD | +35.1% | +42.7% | -7.6% | +25.1% |
| 1Y | +43.7% | +68.0% | -24.3% | +29.8% |
| 3Y | -20.9% | +85.8% | -106.8% | -31.9% |
| 5Y | -63.5% | +28.0% | -91.6% | -68.3% |
| All | -36.8% | +1,244.7% | -1,281.5% | -63.9% |
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