+32.8%
BROS vs LSCC
+99.6%
-66.9%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -5.5% | +12.0% | +7.8% |
| 7D | +6.3% | +7.0% | -0.7% | +4.3% |
| 30D | -8.3% | -2.3% | -6.0% | -8.4% |
| 3M | -29.8% | -12.5% | -17.3% | -28.4% |
| 6M | -25.8% | -10.6% | -15.2% | -26.5% |
| YTD | -41.4% | +52.7% | -94.0% | -50.3% |
| 1Y | -35.2% | +74.0% | -109.1% | -47.1% |
| 3Y | +32.8% | +104.8% | -72.0% | -9.6% |
| All | +32.8% | +99.6% | -66.9% | -9.6% |
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 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