+127.7%
BP vs LSCC
+1,398.6%
-1,270.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.4% | -8.3% | -1.1% |
| 7D | -6.9% | +19.3% | -26.2% | -9.5% |
| 30D | -3.6% | -9.6% | +6.1% | -2.7% |
| 3M | +8.4% | -12.4% | +20.8% | +9.4% |
| 6M | +5.3% | -10.5% | +15.8% | +4.5% |
| YTD | +33.2% | +54.8% | -21.6% | +18.6% |
| 1Y | +28.2% | +79.4% | -51.2% | +11.0% |
| 3Y | +49.2% | +109.6% | -60.3% | +19.2% |
| 5Y | +102.9% | +40.4% | +62.5% | +66.1% |
| 10Y | +127.7% | +1,379.1% | -1,251.4% | +16.9% |
| All | +127.7% | +1,398.6% | -1,270.9% | +16.9% |
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