+1,490.3%
LSCC vs BB
+31.7%
+1,458.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +2.8% | +7.5% | +9.6% |
| 7D | +14.5% | +7.3% | +7.2% | +12.7% |
| 30D | -0.1% | +11.2% | -11.3% | -2.6% |
| 3M | -2.7% | +4.7% | -7.3% | -4.2% |
| 6M | -4.8% | +51.1% | -55.9% | -15.3% |
| YTD | +66.9% | +148.0% | -81.2% | +30.5% |
| 1Y | +85.8% | +106.1% | -20.3% | +51.6% |
| 3Y | +115.6% | +158.2% | -42.7% | +59.2% |
| 5Y | +48.8% | -10.8% | +59.6% | +30.3% |
| 10Y | +1,490.3% | +29.3% | +1,461.0% | +900.7% |
| All | +1,490.3% | +31.7% | +1,458.6% | +900.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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