+1,236.1%
LSCC vs BLDR
+568.9%
+667.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -4.5% | +11.6% | +8.9% |
| 7D | +13.0% | -3.7% | +16.6% | +13.9% |
| 30D | -19.8% | +16.8% | -36.6% | -26.1% |
| 3M | -18.4% | -13.7% | -4.6% | -15.8% |
| 6M | -16.1% | -21.9% | +5.7% | -11.1% |
| YTD | +42.7% | -39.2% | +81.9% | +65.4% |
| 1Y | +68.0% | -42.6% | +110.7% | +98.5% |
| 3Y | +85.8% | -50.2% | +136.0% | +124.4% |
| 5Y | +28.0% | -7.0% | +35.0% | +18.6% |
| All | +1,236.1% | +568.9% | +667.3% | +588.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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