+23.8%
BTDR vs LSCC
+119.2%
-95.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.0% | +1.9% | +3.1% |
| 7D | +20.0% | +1.3% | +18.7% | +19.4% |
| 30D | +11.9% | -9.7% | +21.6% | +16.7% |
| 3M | -36.9% | -23.7% | -13.2% | -29.4% |
| 6M | +56.5% | +26.5% | +30.0% | +46.8% |
| YTD | +10.4% | +57.5% | -47.1% | -4.1% |
| 1Y | +3.1% | +75.7% | -72.6% | -13.7% |
| 3Y | -2.6% | +19.5% | -22.1% | -21.4% |
| 5Y | +25.2% | +83.8% | -58.6% | +0.5% |
| All | +23.8% | +119.2% | -95.4% | +1.1% |
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 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