+1,435.5%
LSCC vs BG
+107.5%
+1,328.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.1% |
| 7D | +21.2% | +1.5% | +19.8% | +20.7% |
| 30D | -1.9% | -7.0% | +5.1% | +0.7% |
| 3M | -8.1% | -10.0% | +1.9% | -5.1% |
| 6M | -5.2% | -19.8% | +14.6% | +1.6% |
| YTD | +61.5% | +14.3% | +47.2% | +49.3% |
| 1Y | +81.3% | +6.5% | +74.8% | +72.3% |
| 3Y | +108.7% | +4.4% | +104.3% | +93.9% |
| 5Y | +44.1% | +20.2% | +23.9% | +22.6% |
| All | +1,435.5% | +107.5% | +1,328.0% | +857.0% |
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