+291.2%
BNY vs LSCC
+27.3%
+263.9%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.4% |
| 7D | +1.5% | +5.2% | -3.7% | +0.8% |
| 30D | +3.3% | -9.6% | +13.0% | +4.5% |
| 3M | +15.3% | -17.8% | +33.1% | +17.3% |
| 6M | +42.5% | +37.4% | +5.0% | +34.3% |
| YTD | +42.0% | +59.7% | -17.7% | +30.4% |
| 1Y | +59.3% | +76.2% | -16.9% | +43.6% |
| 3Y | +291.2% | +28.2% | +263.0% | +246.1% |
| All | +291.2% | +27.3% | +263.9% | +246.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling