+7,926.8%
BNY vs LSCC
+10,957.9%
-3,031.1%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.4% |
| 7D | +1.5% | +5.2% | -3.7% | +0.5% |
| 30D | +3.3% | -9.6% | +13.0% | +5.0% |
| 3M | +15.3% | -17.8% | +33.1% | +18.2% |
| 6M | +42.5% | +37.4% | +5.0% | +32.0% |
| YTD | +42.0% | +59.7% | -17.7% | +27.3% |
| 1Y | +59.3% | +76.2% | -16.9% | +39.5% |
| 3Y | +291.2% | +28.2% | +263.0% | +244.9% |
| 5Y | +252.1% | +87.2% | +164.8% | +179.5% |
| 10Y | +407.1% | +1,795.0% | -1,387.9% | +148.1% |
| All | +7,926.8% | +10,957.9% | -3,031.1% | +1,820.3% |
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