-19.6%
BX vs LSCC
+75.5%
-95.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -1.8% |
| 7D | -2.0% | +5.2% | -7.2% | -2.6% |
| 30D | -2.3% | -9.6% | +7.3% | -1.2% |
| 3M | +18.5% | -17.8% | +36.3% | +20.5% |
| 6M | +23.7% | +37.4% | -13.7% | +12.0% |
| YTD | -10.4% | +59.7% | -70.0% | -21.1% |
| 1Y | -19.6% | +76.2% | -95.8% | -30.5% |
| All | -19.6% | +75.5% | -95.0% | -30.5% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling