+911.5%
BE vs LSCC
+1,604.4%
-692.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.0% | +5.4% | +6.1% |
| 7D | +20.0% | +1.3% | +18.7% | +18.9% |
| 30D | +7.9% | -9.7% | +17.6% | +15.1% |
| 3M | -13.2% | -23.7% | +10.5% | +5.2% |
| 6M | +53.5% | +26.5% | +27.0% | +38.1% |
| YTD | +191.0% | +57.5% | +133.5% | +128.4% |
| 1Y | +360.5% | +75.7% | +284.8% | +244.1% |
| 3Y | +1,568.0% | +19.5% | +1,548.5% | +1,282.0% |
| 5Y | +1,055.2% | +83.8% | +971.4% | +576.2% |
| All | +911.5% | +1,604.4% | -692.9% | +99.1% |
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