+64.4%
BROS vs LSCC
+20.0%
+44.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | +0.2% |
| 7D | -6.7% | +1.3% | -8.0% | -6.9% |
| 30D | -29.1% | -9.7% | -19.4% | -27.4% |
| 3M | -16.7% | -23.7% | +7.0% | -12.3% |
| 6M | -11.6% | +26.5% | -38.1% | -19.3% |
| YTD | -23.9% | +57.5% | -81.4% | -35.0% |
| 1Y | -34.8% | +75.7% | -110.5% | -46.5% |
| All | +64.4% | +20.0% | +44.4% | +36.2% |
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