+34.0%
BN vs LSCC
+33.9%
+0.1%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.5% | +3.9% | -0.2% |
| 7D | -1.0% | +7.0% | -8.0% | -3.0% |
| 30D | +14.0% | -2.3% | +16.3% | +13.3% |
| 3M | -9.0% | -12.5% | +3.5% | -7.3% |
| 6M | -8.8% | -10.6% | +1.8% | -9.9% |
| YTD | -10.3% | +52.7% | -62.9% | -26.0% |
| 1Y | -5.8% | +74.0% | -79.8% | -25.6% |
| 3Y | +94.8% | +104.8% | -10.0% | +34.4% |
| All | +34.0% | +33.9% | +0.1% | -3.3% |
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