+406.7%
BNY vs LSCC
+1,943.7%
-1,537.0%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.9% | -4.9% | -0.8% |
| 7D | -1.3% | +3.3% | -4.7% | -1.9% |
| 30D | -0.2% | -7.4% | +7.2% | +1.0% |
| 3M | +14.9% | -16.2% | +31.1% | +17.4% |
| 6M | +40.0% | +31.9% | +8.1% | +30.4% |
| YTD | +42.0% | +62.8% | -20.8% | +26.4% |
| 1Y | +56.9% | +81.4% | -24.5% | +36.0% |
| 3Y | +289.9% | +33.1% | +256.8% | +240.2% |
| 5Y | +259.2% | +90.8% | +168.4% | +177.8% |
| All | +406.7% | +1,943.7% | -1,537.0% | +161.0% |
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 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