+95.6%
BN vs LSCC
+81.4%
+14.3%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.1% | -8.0% | -2.5% |
| 7D | +5.3% | +13.0% | -7.6% | +2.3% |
| 30D | +11.9% | -19.8% | +31.7% | +16.8% |
| 3M | -5.7% | -18.4% | +12.7% | -2.5% |
| 6M | -10.6% | -16.1% | +5.5% | -10.2% |
| YTD | -9.4% | +42.7% | -52.1% | -22.7% |
| 1Y | -8.8% | +68.0% | -76.8% | -26.0% |
| 3Y | +95.6% | +85.8% | +9.8% | +35.6% |
| All | +95.6% | +81.4% | +14.3% | +35.6% |
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