+223.1%
BMNR vs LSCC
+149.9%
+73.1%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.9% | -1.5% | +2.8% |
| 7D | +0.2% | +3.3% | -3.1% | -0.2% |
| 30D | +39.9% | -7.4% | +47.3% | +41.2% |
| 3M | +51.5% | -16.2% | +67.7% | +53.7% |
| 6M | +18.9% | +31.9% | -13.0% | +24.8% |
| YTD | -7.8% | +62.8% | -70.6% | +8.4% |
| 1Y | -47.6% | +81.4% | -129.0% | -29.8% |
| All | +223.1% | +149.9% | +73.1% | +537.4% |
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