+53.3%
BAX vs LSCC
-19.6%
+72.9%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -8.6% | +5.4% | -3.0% |
| 7D | +9.1% | -4.8% | +14.0% | +9.1% |
| 30D | +5.3% | -27.1% | +32.4% | +5.1% |
| 3M | -6.1% | -23.6% | +17.5% | -6.2% |
| 6M | +53.3% | -19.8% | +73.1% | +45.7% |
| All | +53.3% | -19.6% | +72.9% | +45.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling