-12.0%
BX vs LSCC
+66.7%
-78.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -1.0% |
| 7D | +3.7% | +5.0% | -1.4% | +3.2% |
| 30D | +8.2% | -11.7% | +20.0% | +9.7% |
| 3M | -12.7% | -13.3% | +0.6% | -11.6% |
| 6M | +1.0% | -12.5% | +13.5% | -0.2% |
| YTD | -17.2% | +51.2% | -68.4% | -29.3% |
| All | -12.0% | +66.7% | -78.7% | -27.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling