+26.7%
BTDR vs LSCC
+122.2%
-95.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.4% | +1.0% | +1.8% |
| 7D | +22.4% | +5.2% | +17.2% | +20.0% |
| 30D | +16.5% | -9.6% | +26.1% | +21.4% |
| 3M | -31.5% | -17.8% | -13.7% | -25.5% |
| 6M | +74.0% | +37.4% | +36.6% | +58.6% |
| YTD | +13.0% | +59.7% | -46.7% | -2.3% |
| 1Y | -0.2% | +76.2% | -76.5% | -16.6% |
| 3Y | +9.9% | +28.2% | -18.3% | -12.1% |
| 5Y | +28.1% | +87.2% | -59.1% | +2.3% |
| All | +26.7% | +122.2% | -95.5% | +2.9% |
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