+308.0%
LSCC vs BG
+928.0%
-620.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.6% | +6.6% | +6.9% |
| 7D | +13.0% | +2.5% | +10.4% | +11.9% |
| 30D | -19.8% | -6.1% | -13.8% | -18.3% |
| 3M | -18.4% | -8.5% | -9.9% | -16.6% |
| 6M | -16.1% | -20.4% | +4.3% | -10.3% |
| YTD | +42.7% | +13.3% | +29.5% | +33.6% |
| 1Y | +68.0% | +7.3% | +60.8% | +60.3% |
| 3Y | +85.8% | +2.6% | +83.3% | +76.0% |
| 5Y | +28.0% | +22.0% | +6.1% | +11.5% |
| 10Y | +1,255.1% | +91.8% | +1,163.3% | +843.0% |
| All | +308.0% | +928.0% | -620.0% | +92.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling