+1,864.7%
LSCC vs BG
+161.2%
+1,703.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.4% | -3.0% | -0.3% |
| 7D | +5.2% | +2.4% | +2.8% | +4.2% |
| 30D | -9.6% | +15.0% | -24.7% | -14.8% |
| 3M | -17.8% | -0.7% | -17.1% | -18.3% |
| 6M | +37.4% | +7.5% | +29.9% | +31.8% |
| YTD | +59.7% | +41.6% | +18.1% | +36.8% |
| 1Y | +76.2% | +50.7% | +25.6% | +45.9% |
| 3Y | +28.2% | +20.3% | +7.9% | +13.7% |
| 5Y | +87.2% | +85.2% | +2.0% | +34.6% |
| All | +1,864.7% | +161.2% | +1,703.6% | +1,004.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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