-63.9%
BAX vs LSCC
+26.3%
-90.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.1% | -6.6% | -0.5% |
| 7D | +12.1% | +13.0% | -0.8% | +10.2% |
| 30D | +7.6% | -19.8% | +27.4% | +10.5% |
| 3M | -4.5% | -18.4% | +13.9% | -2.5% |
| 6M | +52.0% | -16.1% | +68.1% | +52.3% |
| YTD | +35.1% | +42.7% | -7.6% | +24.3% |
| 1Y | +43.7% | +68.0% | -24.3% | +28.9% |
| 3Y | -20.9% | +85.8% | -106.8% | -32.6% |
| All | -63.9% | +26.3% | -90.2% | -69.5% |
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 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