+142.2%
BP vs LSCC
+1,351.6%
-1,209.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.5% | +6.4% | +1.7% |
| 7D | +3.8% | +7.0% | -3.2% | +2.6% |
| 30D | -5.3% | -2.3% | -3.0% | -5.6% |
| 3M | +9.3% | -12.5% | +21.8% | +10.2% |
| 6M | +7.2% | -10.6% | +17.8% | +6.3% |
| YTD | +38.0% | +52.7% | -14.7% | +23.1% |
| 1Y | +33.2% | +74.0% | -40.8% | +15.8% |
| 3Y | +50.3% | +104.8% | -54.5% | +20.4% |
| 5Y | +114.1% | +36.2% | +77.8% | +76.0% |
| All | +142.2% | +1,351.6% | -1,209.4% | +25.8% |
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