+1,351.6%
LSCC vs BBWI
-47.4%
+1,399.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.5% | -6.9% | -5.9% |
| 7D | +7.0% | +0.1% | +6.8% | +7.0% |
| 30D | -2.3% | +12.9% | -15.2% | -6.0% |
| 3M | -12.5% | +16.0% | -28.5% | -17.2% |
| 6M | -10.6% | +16.6% | -27.2% | -16.5% |
| YTD | +52.7% | +9.7% | +42.9% | +43.0% |
| 1Y | +74.0% | +1.5% | +72.5% | +63.7% |
| 3Y | +104.8% | -21.4% | +126.1% | +104.8% |
| 5Y | +36.2% | -67.6% | +103.8% | +61.7% |
| All | +1,351.6% | -47.4% | +1,399.0% | +1,139.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling