+81.3%
LSCC vs BG
+6.6%
+74.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.2% |
| 7D | +21.2% | +1.5% | +19.8% | +21.1% |
| 30D | -1.9% | -7.0% | +5.1% | -1.2% |
| 3M | -8.1% | -10.0% | +1.9% | -7.4% |
| 6M | -5.2% | -19.8% | +14.6% | -0.5% |
| YTD | +61.5% | +14.3% | +47.2% | +44.4% |
| 1Y | +81.3% | +6.5% | +74.8% | +65.9% |
| All | +81.3% | +6.6% | +74.6% | +65.9% |
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