+212.5%
BMNR vs LSCC
+140.9%
+71.6%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.5% | -2.0% |
| 7D | +5.0% | +1.4% | +3.6% | +4.8% |
| 30D | +33.8% | -10.0% | +43.8% | +35.5% |
| 3M | +49.4% | -16.1% | +65.5% | +52.1% |
| 6M | +17.0% | +27.4% | -10.4% | +23.4% |
| YTD | -10.8% | +56.9% | -67.7% | +5.3% |
| 1Y | -45.7% | +74.6% | -120.3% | -27.2% |
| All | +212.5% | +140.9% | +71.6% | +519.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling