+144.0%
BTI vs LSCC
+81.4%
+62.7%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +7.1% | -10.6% | -3.1% |
| 7D | -1.0% | +13.0% | -14.0% | -0.4% |
| 30D | +13.0% | -19.8% | +32.8% | +12.2% |
| 3M | +5.3% | -18.4% | +23.7% | +4.9% |
| 6M | +5.3% | -16.1% | +21.4% | +4.9% |
| YTD | +12.4% | +42.7% | -30.3% | +13.0% |
| 1Y | +18.9% | +68.0% | -49.1% | +20.1% |
| 3Y | +144.0% | +85.8% | +58.2% | +142.8% |
| All | +144.0% | +81.4% | +62.7% | +142.8% |
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