+7,465.1%
BNY vs LSCC
+11,454.8%
-3,989.7%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +10.4% | -9.3% | -0.8% |
| 7D | 0.0% | +14.5% | -14.5% | -2.6% |
| 30D | +7.4% | -0.1% | +7.4% | +6.7% |
| 3M | -4.3% | -2.7% | -1.7% | -4.9% |
| 6M | +16.2% | -4.8% | +21.0% | +14.5% |
| YTD | +33.9% | +66.9% | -33.0% | +18.0% |
| 1Y | +39.7% | +85.8% | -46.2% | +20.6% |
| 3Y | +258.0% | +115.6% | +142.4% | +186.3% |
| 5Y | +191.4% | +48.8% | +142.5% | +139.2% |
| 10Y | +322.0% | +1,490.3% | -1,168.3% | +111.9% |
| All | +7,465.1% | +11,454.8% | -3,989.7% | +1,679.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling