+75.7%
LSCC vs BAH
-28.2%
+103.9%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.5% | +1.6% |
| 7D | +1.3% | -3.2% | +4.6% | +0.5% |
| 30D | -9.7% | +2.0% | -11.7% | -9.1% |
| 3M | -23.7% | -7.6% | -16.1% | -22.8% |
| 6M | +26.5% | -5.7% | +32.2% | +28.2% |
| YTD | +57.5% | -11.7% | +69.2% | +56.4% |
| 1Y | +75.7% | -27.4% | +103.1% | +73.9% |
| All | +75.7% | -28.2% | +103.9% | +73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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