+710.1%
BX vs LSCC
+1,398.6%
-688.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +8.4% | -4.6% | +1.3% |
| 7D | +3.3% | +19.3% | -16.1% | -2.5% |
| 30D | +9.6% | -9.6% | +19.2% | +11.6% |
| 3M | -8.7% | -12.4% | +3.7% | -6.9% |
| 6M | +2.2% | -10.5% | +12.7% | +0.8% |
| YTD | -16.2% | +54.8% | -71.0% | -32.5% |
| 1Y | -11.5% | +79.4% | -90.9% | -32.4% |
| 3Y | +41.0% | +109.6% | -68.6% | -5.9% |
| 5Y | +1.1% | +40.4% | -39.3% | -27.8% |
| 10Y | +710.1% | +1,379.1% | -669.0% | +231.7% |
| All | +710.1% | +1,398.6% | -688.4% | +231.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling