+316.9%
BNY vs LSCC
+1,351.6%
-1,034.7%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.5% | +5.9% | +1.4% |
| 7D | +3.9% | +7.0% | -3.1% | +2.5% |
| 30D | +11.9% | -2.3% | +14.2% | +11.6% |
| 3M | -5.0% | -12.5% | +7.5% | -3.8% |
| 6M | +14.6% | -10.6% | +25.2% | +14.1% |
| YTD | +34.5% | +52.7% | -18.2% | +19.7% |
| 1Y | +40.6% | +74.0% | -33.4% | +22.0% |
| 3Y | +261.7% | +104.8% | +156.9% | +186.9% |
| 5Y | +192.3% | +36.2% | +156.0% | +138.1% |
| All | +316.9% | +1,351.6% | -1,034.7% | +112.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling