+518.3%
BKR vs LSCC
+11,171.5%
-10,653.2%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-11.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.9% | -5.5% | -1.4% |
| 7D | -7.0% | +3.3% | -10.3% | -7.5% |
| 30D | -8.1% | -7.4% | -0.8% | -7.1% |
| 3M | -6.6% | -16.2% | +9.5% | -4.7% |
| 6M | +0.9% | +31.9% | -31.0% | -5.1% |
| YTD | +31.1% | +62.8% | -31.7% | +18.6% |
| 1Y | +27.7% | +81.4% | -53.7% | +13.0% |
| 3Y | +71.2% | +33.1% | +38.1% | +53.3% |
| 5Y | +177.6% | +90.8% | +86.9% | +125.9% |
| 10Y | +122.7% | +1,902.7% | -1,780.0% | +20.2% |
| All | +518.3% | +11,171.5% | -10,653.2% | +121.8% |
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 1990-01-01 to 2026-09-11: 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…
1990-01-01 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling