-34.8%
BROS vs LSCC
+72.9%
-107.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | +0.3% |
| 7D | -6.7% | +1.3% | -8.0% | -6.9% |
| 30D | -29.1% | -9.7% | -19.4% | -27.7% |
| 3M | -16.7% | -23.7% | +7.0% | -13.0% |
| 6M | -11.6% | +26.5% | -38.1% | -19.7% |
| YTD | -23.9% | +57.5% | -81.4% | -34.1% |
| 1Y | -34.8% | +75.7% | -110.5% | -44.7% |
| All | -34.8% | +72.9% | -107.7% | -44.7% |
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