+737.9%
BE vs LSCC
+1,705.4%
-967.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +10.4% | +2.6% | +6.3% |
| 7D | +4.5% | +14.5% | -9.9% | -3.2% |
| 30D | -20.1% | -0.1% | -20.1% | -19.3% |
| 3M | -0.8% | -2.7% | +1.8% | +2.2% |
| 6M | -26.2% | -4.8% | -21.4% | -20.9% |
| YTD | +141.1% | +66.9% | +74.2% | +84.8% |
| 1Y | +64.8% | +85.8% | -21.0% | +19.7% |
| 3Y | +1,887.4% | +115.6% | +1,771.8% | +1,062.1% |
| 5Y | +518.1% | +48.8% | +469.3% | +320.7% |
| All | +737.9% | +1,705.4% | -967.6% | +61.1% |
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