-10.6%
BITO vs LSCC
+68.7%
-79.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.0% |
| 7D | -5.8% | +0.4% | -6.3% | -6.0% |
| 30D | +21.1% | -9.5% | +30.6% | +24.3% |
| 3M | +23.5% | -13.8% | +37.3% | +26.6% |
| 6M | +8.3% | +24.5% | -16.2% | -2.6% |
| YTD | -13.9% | +55.1% | -69.0% | -28.5% |
| 1Y | -34.5% | +72.5% | -107.0% | -47.8% |
| 3Y | +147.0% | +24.5% | +122.5% | +107.1% |
| All | -10.6% | +68.7% | -79.3% | -39.0% |
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