-69.4%
BTDR vs LSCC
+57.8%
-127.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.3% | -6.9% | -6.5% |
| 7D | -17.6% | +3.0% | -20.5% | -19.1% |
| 30D | -40.3% | -19.3% | -21.0% | -30.8% |
| 3M | -42.6% | -22.3% | -20.3% | -32.3% |
| 6M | -46.3% | -14.6% | -31.7% | -40.2% |
| YTD | -41.7% | +45.8% | -87.5% | -49.2% |
| 1Y | -69.4% | +69.6% | -139.0% | -74.4% |
| All | -69.4% | +57.8% | -127.2% | -74.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling