-50.2%
BROS vs LSCC
+26.3%
-76.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +7.1% | -9.4% | -4.7% |
| 7D | -21.2% | +13.0% | -34.2% | -24.1% |
| 30D | -11.6% | -19.8% | +8.3% | -5.6% |
| 3M | -36.7% | -18.4% | -18.3% | -33.3% |
| 6M | -42.8% | -16.1% | -26.7% | -42.2% |
| YTD | -44.8% | +42.7% | -87.6% | -54.9% |
| 1Y | -36.5% | +68.0% | -104.6% | -51.3% |
| 3Y | +27.0% | +85.8% | -58.9% | -16.4% |
| All | -50.2% | +26.3% | -76.5% | -64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling