+104.8%
LSCC vs BBWI
-24.0%
+128.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -6.8% |
| 3M | -12.5% | +16.0% | -28.5% | -18.3% |
| 6M | -10.6% | +16.6% | -27.2% | -18.1% |
| YTD | +52.7% | +9.7% | +42.9% | +39.7% |
| 1Y | +74.0% | +1.5% | +72.5% | +60.9% |
| 3Y | +104.8% | -21.4% | +126.1% | +102.1% |
| All | +104.8% | -24.0% | +128.8% | +102.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling