+622.8%
LSCC vs BB
+290.1%
+332.7%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -4.5% | -4.1% | -7.4% |
| 7D | -4.8% | -8.9% | +4.1% | -2.3% |
| 30D | -27.1% | -12.6% | -14.5% | -24.6% |
| 3M | -23.6% | -4.1% | -19.5% | -23.3% |
| 6M | -19.8% | +49.5% | -69.3% | -29.5% |
| YTD | +33.2% | +120.8% | -87.6% | +4.9% |
| 1Y | +55.2% | +76.2% | -21.0% | +29.3% |
| 3Y | +70.1% | +123.8% | -53.7% | +26.3% |
| 5Y | +19.5% | -24.3% | +43.8% | +14.2% |
| 10Y | +1,164.9% | +20.1% | +1,144.8% | +705.0% |
| All | +622.8% | +290.1% | +332.7% | +161.5% |
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 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