+82.0%
LSCC vs BB
-30.6%
+112.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +1.3% | -5.6% | +6.9% | +3.5% |
| 30D | -9.7% | -11.8% | +2.1% | -5.5% |
| 3M | -23.7% | -25.5% | +1.8% | -15.9% |
| 6M | +26.5% | +121.3% | -94.8% | -10.8% |
| YTD | +57.5% | +103.2% | -45.7% | +14.7% |
| 1Y | +75.7% | +102.6% | -26.9% | +26.7% |
| 3Y | +19.5% | +37.5% | -18.0% | -7.6% |
| All | +82.0% | -30.6% | +112.6% | +71.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling