+25.5%
LSCC vs BB
-20.8%
+46.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +4.4% | +2.7% | +5.4% |
| 7D | +13.0% | +3.8% | +9.2% | +11.4% |
| 30D | -19.8% | -0.3% | -19.5% | -19.9% |
| 3M | -18.4% | -0.5% | -17.9% | -19.2% |
| 6M | -16.1% | +45.9% | -62.0% | -30.3% |
| YTD | +42.7% | +130.6% | -87.9% | -2.9% |
| 1Y | +68.0% | +89.2% | -21.2% | +23.2% |
| 3Y | +85.8% | +137.5% | -51.7% | +12.0% |
| All | +25.5% | -20.8% | +46.3% | +32.5% |
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