+76.1%
BND vs LSCC
+1,723.3%
-1,647.2%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.1% | -7.2% | -0.1% |
| 7D | 0.0% | +13.0% | -12.9% | +0.1% |
| 30D | +2.3% | -19.8% | +22.1% | +2.2% |
| 3M | -0.2% | -18.4% | +18.2% | -0.2% |
| 6M | -1.0% | -16.1% | +15.1% | -1.0% |
| YTD | -0.4% | +42.7% | -43.1% | -0.2% |
| 1Y | -0.1% | +68.0% | -68.1% | +0.1% |
| 3Y | +15.1% | +85.8% | -70.7% | +15.4% |
| 5Y | -1.5% | +28.0% | -29.5% | -1.3% |
| 10Y | +16.0% | +1,255.1% | -1,239.1% | +19.2% |
| All | +76.1% | +1,723.3% | -1,647.2% | +82.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling