+1,335.7%
BP vs LSCC
+10,808.2%
-9,472.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | +0.3% |
| 7D | +3.9% | +1.3% | +2.6% | +3.8% |
| 30D | +7.6% | -9.7% | +17.3% | +8.7% |
| 3M | +0.7% | -23.7% | +24.4% | +3.0% |
| 6M | +15.5% | +26.5% | -11.0% | +10.7% |
| YTD | +30.8% | +57.5% | -26.7% | +21.9% |
| 1Y | +34.3% | +75.7% | -41.4% | +23.0% |
| 3Y | +35.1% | +19.5% | +15.6% | +25.5% |
| 5Y | +126.8% | +83.8% | +43.1% | +95.6% |
| 10Y | +123.4% | +1,772.4% | -1,649.0% | +44.9% |
| All | +1,335.7% | +10,808.2% | -9,472.5% | +572.8% |
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 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