+95.3%
LSCC vs BB
+152.5%
-57.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.5% | -2.0% |
| 7D | +5.0% | +11.6% | -6.6% | +1.4% |
| 30D | -11.7% | +2.6% | -14.3% | -12.5% |
| 3M | -13.3% | +3.5% | -16.8% | -14.9% |
| 6M | -12.5% | +43.5% | -56.0% | -23.8% |
| YTD | +51.2% | +141.2% | -90.0% | +9.8% |
| 1Y | +65.9% | +97.4% | -31.5% | +28.1% |
| 3Y | +95.3% | +151.1% | -55.8% | +23.0% |
| All | +95.3% | +152.5% | -57.1% | +23.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling