+74.0%
LSCC vs BLDR
-42.6%
+116.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.9% | -6.4% | -5.6% |
| 7D | +7.0% | -3.0% | +10.0% | +7.7% |
| 30D | -2.3% | +20.1% | -22.4% | -7.7% |
| 3M | -12.5% | -17.5% | +5.0% | -7.6% |
| 6M | -10.6% | -16.1% | +5.5% | -7.4% |
| YTD | +52.7% | -41.0% | +93.7% | +75.6% |
| 1Y | +74.0% | -41.6% | +115.6% | +100.0% |
| All | +74.0% | -42.6% | +116.5% | +100.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling