+668.0%
BE vs LSCC
+1,552.2%
-884.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -5.5% | +0.5% | -1.4% |
| 7D | +10.8% | +7.0% | +3.8% | +6.7% |
| 30D | -19.8% | -2.3% | -17.5% | -17.8% |
| 3M | -18.7% | -12.5% | -6.2% | -10.4% |
| 6M | -33.7% | -10.6% | -23.2% | -25.9% |
| YTD | +121.0% | +52.7% | +68.3% | +79.4% |
| 1Y | +85.4% | +74.0% | +11.4% | +40.5% |
| 3Y | +1,709.5% | +104.8% | +1,604.7% | +995.2% |
| 5Y | +462.2% | +36.2% | +425.9% | +305.3% |
| All | +668.0% | +1,552.2% | -884.2% | +56.4% |
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