-39.9%
BTDR vs LSCC
+98.6%
-138.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +7.1% | +6.1% | +10.2% |
| 7D | -10.4% | +13.0% | -23.3% | -14.1% |
| 30D | -42.2% | -19.8% | -22.3% | -36.0% |
| 3M | -42.8% | -18.4% | -24.4% | -37.3% |
| 6M | -60.2% | -16.1% | -44.1% | -56.4% |
| YTD | -46.3% | +42.7% | -89.1% | -51.0% |
| 1Y | -71.7% | +68.0% | -139.7% | -75.6% |
| 3Y | +54.6% | +85.8% | -31.2% | +26.3% |
| 5Y | -39.5% | +28.0% | -67.6% | -49.2% |
| All | -39.9% | +98.6% | -138.5% | -48.4% |
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 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