-1.4%
BND vs LSCC
+33.9%
-35.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.5% | +5.3% | -0.1% |
| 7D | -1.4% | +7.0% | -8.4% | -1.5% |
| 30D | +0.6% | -2.3% | +2.9% | +0.6% |
| 3M | -1.6% | -12.5% | +10.9% | -1.5% |
| 6M | -1.5% | -10.6% | +9.0% | -1.6% |
| YTD | -1.5% | +52.7% | -54.1% | -2.1% |
| 1Y | -1.1% | +74.0% | -75.0% | -1.9% |
| 3Y | +13.6% | +104.8% | -91.2% | +11.8% |
| All | -1.4% | +33.9% | -35.3% | -4.4% |
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