+49.1%
BAX vs LSCC
+69.4%
-20.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.4% | +0.3% |
| 7D | +3.6% | +5.0% | -1.4% | +2.9% |
| 30D | +8.5% | -11.7% | +20.2% | +9.6% |
| 3M | -4.9% | -13.3% | +8.4% | -3.9% |
| 6M | +47.0% | -12.5% | +59.5% | +43.3% |
| YTD | +38.4% | +51.2% | -12.8% | +18.5% |
| 1Y | +49.1% | +65.9% | -16.8% | +23.5% |
| All | +49.1% | +69.4% | -20.3% | +23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling