+267.9%
BN vs LSCC
+1,244.7%
-976.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.1% | -8.0% | -2.8% |
| 7D | +5.3% | +13.0% | -7.6% | +1.7% |
| 30D | +11.9% | -19.8% | +31.7% | +17.4% |
| 3M | -5.7% | -18.4% | +12.7% | -2.1% |
| 6M | -10.6% | -16.1% | +5.5% | -10.0% |
| YTD | -9.4% | +42.7% | -52.1% | -22.6% |
| 1Y | -8.8% | +68.0% | -76.8% | -25.8% |
| 3Y | +95.6% | +85.8% | +9.8% | +44.6% |
| 5Y | +30.2% | +28.0% | +2.1% | -0.1% |
| All | +267.9% | +1,244.7% | -976.8% | +57.8% |
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