+38.4%
BX vs LSCC
+20.0%
+18.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.0% | -3.1% | -1.6% |
| 7D | -4.4% | +1.3% | -5.7% | -4.7% |
| 30D | +0.1% | -9.7% | +9.8% | +2.2% |
| 3M | +16.0% | -23.7% | +39.7% | +21.8% |
| 6M | +21.6% | +26.5% | -4.9% | +9.7% |
| YTD | -8.9% | +57.5% | -66.4% | -23.4% |
| 1Y | -16.6% | +75.7% | -92.3% | -32.7% |
| All | +38.4% | +20.0% | +18.3% | +3.2% |
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