+130.2%
BP vs LSCC
+1,244.7%
-1,114.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.1% | -7.5% | -1.4% |
| 7D | -11.6% | +13.0% | -24.6% | -13.4% |
| 30D | 0.0% | -19.8% | +19.9% | +2.8% |
| 3M | +6.7% | -18.4% | +25.1% | +8.9% |
| 6M | +2.2% | -16.1% | +18.3% | +2.3% |
| YTD | +33.0% | +42.7% | -9.7% | +20.0% |
| 1Y | +30.7% | +68.0% | -37.3% | +14.3% |
| 3Y | +44.2% | +85.8% | -41.7% | +17.4% |
| 5Y | +105.1% | +28.0% | +77.1% | +70.4% |
| All | +130.2% | +1,244.7% | -1,114.5% | +18.9% |
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