+27.0%
BROS vs LSCC
+77.8%
-50.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | +0.1% |
| 7D | -6.7% | +1.3% | -8.0% | -7.0% |
| 30D | -29.1% | -9.7% | -19.4% | -26.8% |
| 3M | -16.7% | -23.7% | +7.0% | -10.8% |
| 6M | -11.6% | +26.5% | -38.1% | -21.9% |
| YTD | -23.9% | +57.5% | -81.4% | -38.7% |
| 1Y | -34.8% | +75.7% | -110.5% | -50.3% |
| 3Y | +62.1% | +19.5% | +42.6% | +34.9% |
| All | +27.0% | +77.8% | -50.8% | -18.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling