+1,486.2%
LSCC vs BAH
+199.0%
+1,287.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -0.6% | +11.0% | +10.5% |
| 7D | +14.5% | -1.6% | +16.1% | +14.7% |
| 30D | -0.1% | +18.0% | -18.1% | -3.5% |
| 3M | -2.7% | +11.4% | -14.1% | -5.3% |
| 6M | -4.8% | +17.7% | -22.5% | -9.2% |
| YTD | +66.9% | +5.4% | +61.5% | +60.5% |
| 1Y | +85.8% | +2.8% | +83.1% | +79.8% |
| 3Y | +115.6% | -26.7% | +142.2% | +121.6% |
| 5Y | +48.8% | +8.1% | +40.8% | +28.0% |
| All | +1,486.2% | +199.0% | +1,287.1% | +941.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling