+121.4%
BKR vs LSCC
+1,847.8%
-1,726.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.1% | -5.5% | -6.4% |
| 7D | -6.7% | +0.4% | -7.1% | -6.8% |
| 30D | -8.3% | -9.5% | +1.2% | -6.3% |
| 3M | -5.4% | -13.8% | +8.4% | -3.4% |
| 6M | +0.8% | +24.5% | -23.7% | -6.6% |
| YTD | +31.8% | +55.1% | -23.3% | +14.9% |
| 1Y | +28.6% | +72.5% | -43.9% | +8.6% |
| 3Y | +71.2% | +24.5% | +46.7% | +47.1% |
| 5Y | +179.2% | +81.8% | +97.4% | +103.4% |
| All | +121.4% | +1,847.8% | -1,726.4% | -7.0% |
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