-30.0%
BAX vs LSCC
+20.0%
-50.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +0.7% |
| 7D | -1.1% | +1.3% | -2.5% | -1.4% |
| 30D | -5.5% | -9.7% | +4.2% | -4.0% |
| 3M | +33.5% | -23.7% | +57.2% | +38.1% |
| 6M | +35.9% | +26.5% | +9.4% | +26.2% |
| YTD | +35.4% | +57.5% | -22.2% | +20.6% |
| 1Y | +9.8% | +75.7% | -65.9% | -4.8% |
| All | -30.0% | +20.0% | -50.0% | -39.8% |
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