+252.0%
BNY vs LSCC
+82.7%
+169.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.1% |
| 7D | +0.3% | +1.4% | -1.1% | +0.1% |
| 30D | +1.9% | -10.0% | +12.0% | +3.6% |
| 3M | +13.9% | -16.1% | +30.0% | +16.1% |
| 6M | +42.3% | +27.4% | +14.9% | +33.6% |
| YTD | +41.7% | +56.9% | -15.2% | +27.3% |
| 1Y | +57.8% | +74.6% | -16.8% | +38.2% |
| 3Y | +290.4% | +26.0% | +264.4% | +246.7% |
| 5Y | +252.0% | +86.1% | +165.9% | +159.2% |
| All | +252.0% | +82.7% | +169.2% | +159.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling