-4.6%
BROS vs LSCC
+88.3%
-92.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +10.4% | -11.1% | -4.2% |
| 7D | -20.4% | +14.5% | -34.9% | -23.7% |
| 30D | -6.1% | -0.1% | -6.0% | -6.8% |
| 3M | -29.4% | -2.7% | -26.7% | -30.0% |
| 6M | -31.5% | -4.8% | -26.7% | -33.6% |
| YTD | -42.8% | +66.9% | -109.7% | -55.6% |
| 1Y | -37.5% | +85.8% | -123.3% | -53.5% |
| 3Y | +27.2% | +115.6% | -88.4% | -19.8% |
| 5Y | -47.0% | +48.8% | -95.8% | -65.4% |
| All | -4.6% | +88.3% | -92.9% | -40.6% |
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