+869.1%
BAX vs LSCC
+9,126.4%
-8,257.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -8.6% | +5.4% | -2.5% |
| 7D | +9.1% | -4.8% | +14.0% | +9.5% |
| 30D | +5.3% | -27.1% | +32.4% | +7.7% |
| 3M | -6.1% | -23.6% | +17.5% | -4.5% |
| 6M | +53.3% | -19.8% | +73.1% | +54.4% |
| YTD | +34.4% | +33.2% | +1.2% | +29.8% |
| 1Y | +43.2% | +55.2% | -12.1% | +36.6% |
| 3Y | -20.1% | +70.1% | -90.2% | -25.6% |
| 5Y | -63.7% | +19.5% | -83.3% | -66.0% |
| 10Y | -36.3% | +1,164.9% | -1,201.2% | -50.5% |
| All | +869.1% | +9,126.4% | -8,257.2% | +382.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling