+102.8%
LSCC vs BLDR
-48.9%
+151.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.6% | +2.3% | -0.6% |
| 7D | +5.0% | -1.1% | +6.1% | +5.3% |
| 30D | -11.7% | +19.1% | -30.8% | -19.1% |
| 3M | -13.3% | -12.6% | -0.7% | -10.3% |
| 6M | -12.5% | -18.7% | +6.2% | -8.0% |
| YTD | +51.2% | -38.8% | +90.0% | +77.8% |
| 1Y | +65.9% | -41.2% | +107.1% | +97.9% |
| All | +102.8% | -48.9% | +151.7% | +145.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling