+300.6%
BN vs LSCC
+1,486.2%
-1,185.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +10.4% | -11.1% | -3.4% |
| 7D | -2.4% | +14.5% | -16.9% | -6.1% |
| 30D | +13.5% | -0.1% | +13.6% | +12.3% |
| 3M | -5.9% | -2.7% | -3.3% | -6.9% |
| 6M | -8.9% | -4.8% | -4.1% | -11.3% |
| YTD | -7.9% | +66.9% | -74.7% | -24.6% |
| 1Y | -8.3% | +85.8% | -94.1% | -27.4% |
| 3Y | +100.8% | +115.6% | -14.8% | +42.6% |
| 5Y | +38.2% | +48.8% | -10.6% | +1.9% |
| All | +300.6% | +1,486.2% | -1,185.6% | +69.8% |
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