-19.0%
BAX vs LSCC
+99.6%
-118.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.5% | +5.7% | +1.2% |
| 7D | +0.1% | +7.0% | -6.9% | -1.2% |
| 30D | +4.1% | -2.3% | +6.4% | +3.8% |
| 3M | -4.5% | -12.5% | +8.0% | -3.5% |
| 6M | +49.2% | -10.6% | +59.8% | +47.4% |
| YTD | +35.2% | +52.7% | -17.4% | +18.8% |
| 1Y | +38.3% | +74.0% | -35.7% | +18.2% |
| 3Y | -19.0% | +104.8% | -123.8% | -38.8% |
| All | -19.0% | +99.6% | -118.7% | -38.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling