+7,933.5%
BNY vs LSCC
+10,957.9%
-3,024.3%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.4% |
| 7D | +1.5% | +5.2% | -3.7% | +0.5% |
| 30D | +3.3% | -9.6% | +13.0% | +5.0% |
| 3M | +15.3% | -17.8% | +33.1% | +18.2% |
| 6M | +42.5% | +37.4% | +5.0% | +32.0% |
| YTD | +42.1% | +59.7% | -17.5% | +27.4% |
| 1Y | +59.4% | +76.2% | -16.8% | +39.7% |
| 3Y | +291.5% | +28.2% | +263.4% | +245.2% |
| 5Y | +252.3% | +87.2% | +165.1% | +179.7% |
| 10Y | +407.5% | +1,795.0% | -1,387.5% | +148.3% |
| All | +7,933.5% | +10,957.9% | -3,024.3% | +1,822.0% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling