-20.9%
BITO vs LSCC
+66.1%
-86.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.5% | +1.9% | -2.0% |
| 7D | -9.2% | +7.0% | -16.2% | -11.2% |
| 30D | -15.9% | -2.3% | -13.6% | -16.1% |
| 3M | +7.3% | -12.5% | +19.8% | +9.7% |
| 6M | -15.2% | -10.6% | -4.6% | -15.7% |
| YTD | -23.8% | +52.7% | -76.5% | -37.3% |
| 1Y | -32.2% | +74.0% | -106.2% | -46.7% |
| 3Y | +55.1% | +104.8% | -49.7% | +4.5% |
| 5Y | -16.7% | +36.2% | -52.9% | -45.8% |
| All | -20.9% | +66.1% | -86.9% | -46.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling