+85.8%
LSCC vs BB
+132.4%
-46.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +4.4% | +2.7% | +5.7% |
| 7D | +13.0% | +3.8% | +9.2% | +11.6% |
| 30D | -19.8% | -0.3% | -19.5% | -19.8% |
| 3M | -18.4% | -0.5% | -17.9% | -18.9% |
| 6M | -16.1% | +45.9% | -62.0% | -27.3% |
| YTD | +42.7% | +130.6% | -87.9% | +5.1% |
| 1Y | +68.0% | +89.2% | -21.2% | +31.5% |
| 3Y | +85.8% | +137.5% | -51.7% | +19.2% |
| All | +85.8% | +132.4% | -46.6% | +19.2% |
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