+68.7%
BLK vs LSCC
+27.3%
+41.4%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.4% | -3.8% | -2.6% |
| 7D | -2.9% | +5.2% | -8.1% | -3.8% |
| 30D | -3.6% | -9.6% | +6.0% | -2.1% |
| 3M | +10.1% | -17.8% | +27.9% | +12.7% |
| 6M | +15.3% | +37.4% | -22.1% | +5.9% |
| YTD | +3.5% | +59.7% | -56.2% | -8.1% |
| 1Y | +0.7% | +76.2% | -75.5% | -12.7% |
| 3Y | +68.7% | +28.2% | +40.5% | +38.2% |
| All | +68.7% | +27.3% | +41.4% | +38.2% |
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