+27.0%
BROS vs LSCC
+81.4%
-54.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +7.1% | -9.4% | -4.0% |
| 7D | -21.2% | +13.0% | -34.2% | -23.2% |
| 30D | -11.6% | -19.8% | +8.3% | -7.2% |
| 3M | -36.7% | -18.4% | -18.3% | -34.2% |
| 6M | -42.8% | -16.1% | -26.7% | -42.3% |
| YTD | -44.8% | +42.7% | -87.6% | -52.3% |
| 1Y | -36.5% | +68.0% | -104.6% | -47.6% |
| 3Y | +27.0% | +85.8% | -58.9% | -7.9% |
| All | +27.0% | +81.4% | -54.4% | -7.9% |
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