+95.3%
LSCC vs BBWI
-23.6%
+119.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.2% |
| 7D | +5.0% | -4.2% | +9.3% | +6.5% |
| 30D | -11.7% | +24.9% | -36.6% | -18.8% |
| 3M | -13.3% | +13.2% | -26.5% | -18.3% |
| 6M | -12.5% | +12.1% | -24.6% | -18.7% |
| YTD | +51.2% | +11.1% | +40.1% | +37.7% |
| 1Y | +65.9% | +0.7% | +65.2% | +54.4% |
| 3Y | +95.3% | -23.8% | +119.1% | +91.3% |
| All | +95.3% | -23.6% | +119.0% | +91.3% |
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 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