+73.5%
LSCC vs BAH
-22.8%
+96.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +1.2% | -9.8% | -8.5% |
| 7D | -4.8% | +6.0% | -10.9% | -4.4% |
| 30D | -27.1% | +31.1% | -58.2% | -25.8% |
| 3M | -23.6% | +25.2% | -48.8% | -22.5% |
| 6M | -19.8% | +18.9% | -38.7% | -18.0% |
| YTD | +33.2% | +8.3% | +24.9% | +35.6% |
| 1Y | +55.2% | +6.2% | +49.0% | +58.4% |
| All | +73.5% | -22.8% | +96.3% | +85.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling