+74.6%
LSCC vs BG
+49.9%
+24.7%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.7% |
| 7D | +1.4% | +0.5% | +0.9% | +1.3% |
| 30D | -10.0% | +10.3% | -20.4% | -11.1% |
| 3M | -16.1% | -1.9% | -14.2% | -15.2% |
| 6M | +27.4% | +5.2% | +22.1% | +26.5% |
| YTD | +56.9% | +41.2% | +15.7% | +52.7% |
| 1Y | +74.6% | +50.5% | +24.1% | +70.1% |
| All | +74.6% | +49.9% | +24.7% | +70.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling