+21.2%
LSCC vs BLDR
-55.3%
+76.5%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.5% | -0.5% | +1.0% |
| 7D | +1.3% | -2.8% | +4.2% | +2.5% |
| 30D | -9.7% | -13.3% | +3.6% | -4.8% |
| 3M | -23.7% | -12.3% | -11.5% | -21.0% |
| 6M | +26.5% | -31.5% | +57.9% | +45.1% |
| YTD | +57.5% | -36.1% | +93.6% | +84.0% |
| 1Y | +75.7% | -54.1% | +129.8% | +136.8% |
| All | +21.2% | -55.3% | +76.5% | +55.7% |
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