+40.4%
LSCC vs BAH
+9.2%
+31.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.6% | +6.9% | +8.4% |
| 7D | +19.3% | -1.5% | +20.8% | +19.3% |
| 30D | -9.6% | +17.3% | -26.9% | -10.4% |
| 3M | -12.4% | +14.9% | -27.3% | -13.2% |
| 6M | -10.5% | +14.2% | -24.7% | -11.0% |
| YTD | +54.8% | +5.1% | +49.7% | +53.6% |
| 1Y | +79.4% | +2.1% | +77.3% | +79.0% |
| 3Y | +109.6% | -26.0% | +135.6% | +116.4% |
| 5Y | +40.4% | +9.0% | +31.4% | +14.1% |
| All | +40.4% | +9.2% | +31.1% | +14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling