-20.3%
BROS vs LSCC
+57.8%
-78.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.3% | +0.7% |
| 7D | +2.5% | +3.0% | -0.5% | +1.8% |
| 30D | +15.1% | -19.3% | +34.3% | +19.1% |
| 3M | -31.4% | -22.3% | -9.1% | -28.7% |
| 6M | -22.6% | -14.6% | -8.0% | -23.7% |
| YTD | -28.1% | +45.8% | -73.9% | -41.3% |
| 1Y | -20.3% | +69.6% | -89.9% | -41.4% |
| All | -20.3% | +57.8% | -78.1% | -41.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling