-33.9%
BTDR vs LSCC
+115.4%
-149.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +8.4% | +1.4% | +6.2% |
| 7D | +7.1% | +19.3% | -12.2% | +0.4% |
| 30D | -31.4% | -9.6% | -21.7% | -27.7% |
| 3M | -39.2% | -12.4% | -26.8% | -35.3% |
| 6M | -50.9% | -10.5% | -40.5% | -47.7% |
| YTD | -41.0% | +54.8% | -95.8% | -48.0% |
| 1Y | -69.9% | +79.4% | -149.3% | -74.8% |
| 3Y | +87.3% | +109.6% | -22.3% | +47.4% |
| 5Y | -33.6% | +40.4% | -74.0% | -46.0% |
| All | -33.9% | +115.4% | -149.3% | -45.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling