+1,751.4%
LSCC vs BBWI
-54.8%
+1,806.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.8% | -0.8% | +1.2% |
| 7D | +1.3% | +1.5% | -0.2% | +0.9% |
| 30D | -9.7% | -5.2% | -4.5% | -8.9% |
| 3M | -23.7% | +11.1% | -34.8% | -26.8% |
| 6M | +26.5% | -13.4% | +39.9% | +28.7% |
| YTD | +57.5% | +0.1% | +57.4% | +52.8% |
| 1Y | +75.7% | -36.1% | +111.8% | +90.0% |
| 3Y | +19.5% | -44.1% | +63.6% | +31.2% |
| 5Y | +83.8% | -66.2% | +150.0% | +120.0% |
| All | +1,751.4% | -54.8% | +1,806.2% | +1,540.7% |
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