+33.2%
BE vs LSCC
+69.4%
-36.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.3% | -2.0% | -2.1% |
| 7D | -13.4% | +5.0% | -18.4% | -16.7% |
| 30D | -33.9% | -11.7% | -22.2% | -25.0% |
| 3M | -12.0% | -13.3% | +1.3% | +1.5% |
| 6M | -29.0% | -12.5% | -16.4% | -16.7% |
| YTD | +113.4% | +51.2% | +62.2% | +35.0% |
| 1Y | +33.2% | +65.9% | -32.7% | -22.5% |
| All | +33.2% | +69.4% | -36.2% | -22.5% |
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