+1,352.3%
LSCC vs BG
+95.6%
+1,256.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -1.7% |
| 7D | +5.0% | +5.0% | +0.1% | +3.1% |
| 30D | -11.7% | -3.2% | -8.5% | -10.9% |
| 3M | -13.3% | -11.2% | -2.1% | -10.1% |
| 6M | -12.5% | -19.4% | +6.9% | -6.4% |
| YTD | +51.2% | +13.6% | +37.6% | +40.1% |
| 1Y | +65.9% | +7.3% | +58.6% | +57.2% |
| 3Y | +95.3% | +3.8% | +91.6% | +81.9% |
| 5Y | +38.6% | +23.2% | +15.4% | +16.7% |
| 10Y | +1,352.3% | +97.9% | +1,254.4% | +809.0% |
| All | +1,352.3% | +95.6% | +1,256.8% | +809.0% |
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