+1,236.1%
LSCC vs BBWI
-43.7%
+1,279.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -3.3% | +10.4% | +8.0% |
| 7D | +13.0% | -6.2% | +19.2% | +14.8% |
| 30D | -19.8% | +19.9% | -39.8% | -24.3% |
| 3M | -18.4% | +7.1% | -25.5% | -21.2% |
| 6M | -16.1% | +13.7% | -29.8% | -21.1% |
| YTD | +42.7% | +9.6% | +33.1% | +33.7% |
| 1Y | +68.0% | -1.6% | +69.7% | +59.4% |
| 3Y | +85.8% | -25.9% | +111.7% | +88.6% |
| 5Y | +28.0% | -67.8% | +95.8% | +52.1% |
| All | +1,236.1% | -43.7% | +1,279.9% | +1,054.7% |
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