+701.6%
BE vs LSCC
+1,477.2%
-775.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.3% | -7.6% | -7.2% |
| 7D | -12.1% | +3.0% | -15.1% | -13.8% |
| 30D | -30.1% | -19.3% | -10.8% | -19.7% |
| 3M | -12.1% | -22.3% | +10.1% | +3.0% |
| 6M | -30.6% | -14.6% | -16.0% | -21.0% |
| YTD | +130.6% | +45.8% | +84.9% | +90.9% |
| 1Y | +55.3% | +69.6% | -14.3% | +18.7% |
| 3Y | +1,755.6% | +86.1% | +1,669.5% | +1,077.4% |
| 5Y | +564.5% | +30.7% | +533.7% | +387.3% |
| All | +701.6% | +1,477.2% | -775.6% | +66.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling