+50.3%
BP vs LSCC
+99.6%
-49.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.5% | +6.4% | +1.3% |
| 7D | +3.8% | +7.0% | -3.2% | +3.2% |
| 30D | -5.3% | -2.3% | -3.0% | -5.4% |
| 3M | +9.3% | -12.5% | +21.8% | +10.0% |
| 6M | +7.2% | -10.6% | +17.8% | +6.7% |
| YTD | +38.0% | +52.7% | -14.7% | +26.2% |
| 1Y | +33.2% | +74.0% | -40.8% | +19.1% |
| 3Y | +50.3% | +104.8% | -54.5% | +27.5% |
| All | +50.3% | +99.6% | -49.3% | +27.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling