+39.3%
BN vs LSCC
+36.3%
+3.0%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -0.7% |
| 7D | +4.3% | +5.0% | -0.7% | +2.8% |
| 30D | +14.3% | -11.7% | +26.0% | +17.0% |
| 3M | -4.1% | -13.3% | +9.2% | -1.9% |
| 6M | -9.7% | -12.5% | +2.9% | -10.0% |
| YTD | -7.1% | +51.2% | -58.3% | -23.1% |
| 1Y | -7.4% | +65.9% | -73.3% | -25.6% |
| 3Y | +102.3% | +95.3% | +7.0% | +42.0% |
| All | +39.3% | +36.3% | +3.0% | +0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling