+72.2%
BBY vs LSCC
+81.4%
-9.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.1% | -6.9% | -1.0% |
| 7D | +4.2% | +13.0% | -8.8% | +1.8% |
| 30D | +17.8% | -19.8% | +37.6% | +21.8% |
| 3M | +25.8% | -18.4% | +44.2% | +28.9% |
| 6M | +73.8% | -16.1% | +89.9% | +73.8% |
| YTD | +54.7% | +42.7% | +12.0% | +32.2% |
| 1Y | +33.4% | +68.0% | -34.6% | +8.5% |
| 3Y | +72.2% | +85.8% | -13.7% | +19.8% |
| All | +72.2% | +81.4% | -9.2% | +19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling