+674.3%
LSCC vs BB
+307.3%
+367.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +4.4% | +2.7% | +5.9% |
| 7D | +13.0% | +3.8% | +9.2% | +11.9% |
| 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% | -25.7% |
| YTD | +42.7% | +130.6% | -87.9% | +11.1% |
| 1Y | +68.0% | +89.2% | -21.2% | +37.4% |
| 3Y | +85.8% | +137.5% | -51.7% | +35.8% |
| 5Y | +28.0% | -20.9% | +48.9% | +21.0% |
| 10Y | +1,255.1% | +25.4% | +1,229.7% | +752.9% |
| All | +674.3% | +307.3% | +367.0% | +177.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling