-63.1%
BAX vs LSCC
+40.9%
-104.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.4% | +0.4% |
| 7D | +3.6% | +5.0% | -1.4% | +2.9% |
| 30D | +8.5% | -11.7% | +20.2% | +9.9% |
| 3M | -4.9% | -13.3% | +8.4% | -3.8% |
| 6M | +47.0% | -12.5% | +59.5% | +46.5% |
| YTD | +38.4% | +51.2% | -12.8% | +26.3% |
| 1Y | +49.1% | +65.9% | -16.8% | +34.0% |
| 3Y | -14.9% | +95.3% | -110.2% | -27.9% |
| 5Y | -63.1% | +38.6% | -101.7% | -69.4% |
| All | -63.1% | +40.9% | -104.0% | -69.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling