+707.7%
BE vs LSCC
+1,647.8%
-940.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.2% | -0.4% | -1.5% |
| 7D | +20.5% | +21.2% | -0.7% | +7.0% |
| 30D | -23.4% | -1.9% | -21.5% | -21.6% |
| 3M | -14.9% | -8.1% | -6.8% | -9.1% |
| 6M | -28.1% | -5.2% | -22.8% | -22.5% |
| YTD | +132.4% | +61.5% | +70.9% | +81.9% |
| 1Y | +59.4% | +81.3% | -21.9% | +17.7% |
| 3Y | +1,815.8% | +108.7% | +1,707.2% | +1,044.3% |
| 5Y | +491.3% | +44.1% | +447.2% | +311.0% |
| All | +707.7% | +1,647.8% | -940.1% | +58.6% |
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