+39.3%
BE vs LSCC
+73.4%
-34.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +8.4% | +3.5% | +3.6% |
| 7D | -1.2% | +19.3% | -20.5% | -16.3% |
| 30D | -30.9% | -9.6% | -21.2% | -23.4% |
| 3M | -11.6% | -12.4% | +0.8% | +0.9% |
| 6M | -25.7% | -10.5% | -15.3% | -14.9% |
| YTD | +123.1% | +54.8% | +68.3% | +37.9% |
| All | +39.3% | +73.4% | -34.2% | -20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling