+48.5%
BTDR vs LSCC
+99.6%
-51.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -5.5% | -3.2% | -5.1% |
| 7D | -6.9% | +7.0% | -13.9% | -10.2% |
| 30D | -31.5% | -2.3% | -29.2% | -29.5% |
| 3M | -36.1% | -12.5% | -23.6% | -29.9% |
| 6M | -57.6% | -10.6% | -47.1% | -53.8% |
| YTD | -50.0% | +52.7% | -102.7% | -60.2% |
| 1Y | -49.6% | +74.0% | -123.6% | -62.8% |
| 3Y | +48.5% | +104.8% | -56.3% | -36.1% |
| All | +48.5% | +99.6% | -51.1% | -36.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling