+1,751.4%
LSCC vs BAH
+185.2%
+1,566.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.5% | +2.3% |
| 7D | +1.3% | -3.2% | +4.6% | +2.0% |
| 30D | -9.7% | +2.0% | -11.7% | -10.3% |
| 3M | -23.7% | -7.6% | -16.1% | -22.7% |
| 6M | +26.5% | -5.7% | +32.2% | +26.5% |
| YTD | +57.5% | -11.7% | +69.2% | +57.8% |
| 1Y | +75.7% | -27.4% | +103.1% | +85.9% |
| 3Y | +19.5% | -32.5% | +52.0% | +23.0% |
| 5Y | +83.8% | -3.3% | +87.1% | +60.2% |
| All | +1,751.4% | +185.2% | +1,566.3% | +1,043.2% |
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