-7.4%
BITO vs LSCC
+71.3%
-78.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.0% | -4.5% | -3.0% |
| 7D | +2.9% | +1.3% | +1.6% | +2.5% |
| 30D | +22.6% | -9.7% | +32.3% | +25.9% |
| 3M | +24.7% | -23.7% | +48.4% | +32.6% |
| 6M | +7.5% | +26.5% | -19.0% | -3.8% |
| YTD | -10.8% | +57.5% | -68.3% | -26.3% |
| 1Y | -29.9% | +75.7% | -105.6% | -44.4% |
| 3Y | +158.9% | +19.5% | +139.5% | +121.8% |
| All | -7.4% | +71.3% | -78.7% | -37.1% |
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