+239.8%
BBY vs LSCC
+1,833.8%
-1,594.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.3% | -1.0% |
| 7D | +1.2% | +1.4% | -0.2% | +0.9% |
| 30D | +6.8% | -10.0% | +16.8% | +9.2% |
| 3M | +18.7% | -16.1% | +34.8% | +21.9% |
| 6M | +37.3% | +27.4% | +9.9% | +24.9% |
| YTD | +35.3% | +56.9% | -21.6% | +15.1% |
| 1Y | +20.7% | +74.6% | -53.9% | -0.9% |
| 3Y | +39.4% | +26.0% | +13.5% | +16.9% |
| 5Y | -1.5% | +86.1% | -87.6% | -29.1% |
| 10Y | +239.8% | +1,830.6% | -1,590.8% | +49.6% |
| All | +239.8% | +1,833.8% | -1,594.0% | +49.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling