+30.3%
BIL vs LSCC
+1,788.8%
-1,758.5%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.6% | +8.6% | 0.0% |
| 7D | -0.3% | -4.8% | +4.6% | -0.3% |
| 30D | 0.0% | -27.1% | +27.1% | 0.0% |
| 3M | +0.3% | -23.6% | +23.9% | +0.3% |
| 6M | +1.2% | -19.8% | +21.0% | +1.2% |
| YTD | +2.4% | +33.2% | -30.8% | +2.5% |
| 1Y | +3.0% | +55.2% | -52.2% | +3.1% |
| 3Y | +13.1% | +70.1% | -57.0% | +13.2% |
| 5Y | +19.4% | +19.5% | -0.1% | +19.5% |
| 10Y | +25.2% | +1,164.9% | -1,139.7% | +25.6% |
| All | +30.3% | +1,788.8% | -1,758.5% | +31.4% |
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