+74.0%
LSCC vs BB
+99.6%
-25.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.4% | -3.1% | -4.6% |
| 7D | +7.0% | +1.8% | +5.1% | +6.6% |
| 30D | -2.3% | +8.1% | -10.4% | -4.2% |
| 3M | -12.5% | -1.0% | -11.5% | -12.4% |
| 6M | -10.6% | +45.9% | -56.5% | -17.4% |
| YTD | +52.7% | +134.8% | -82.1% | +19.5% |
| 1Y | +74.0% | +104.6% | -30.6% | +40.9% |
| All | +74.0% | +99.6% | -25.6% | +40.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling