+52.6%
BKR vs LSCC
+99.6%
-47.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.5% | +6.7% | +2.4% |
| 7D | +3.8% | +7.0% | -3.2% | +2.1% |
| 30D | -10.3% | -2.3% | -8.0% | -10.4% |
| 3M | -21.7% | -12.5% | -9.2% | -20.3% |
| 6M | -23.8% | -10.6% | -13.2% | -23.9% |
| YTD | +10.3% | +52.7% | -42.4% | -3.9% |
| 1Y | +5.7% | +74.0% | -68.3% | -10.8% |
| 3Y | +52.6% | +104.8% | -52.2% | +15.6% |
| All | +52.6% | +99.6% | -47.0% | +15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling