+82.0%
LSCC vs BAH
-3.4%
+85.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.5% | +2.1% |
| 7D | +1.3% | -3.2% | +4.6% | +1.6% |
| 30D | -9.7% | +2.0% | -11.7% | -9.9% |
| 3M | -23.7% | -7.6% | -16.1% | -22.8% |
| 6M | +26.5% | -5.7% | +32.2% | +27.1% |
| YTD | +57.5% | -11.7% | +69.2% | +58.0% |
| 1Y | +75.7% | -27.4% | +103.1% | +83.7% |
| 3Y | +19.5% | -32.5% | +52.0% | +20.8% |
| All | +82.0% | -3.4% | +85.5% | +51.4% |
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 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