+48.9%
LSCC vs BLDR
-8.3%
+57.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -0.9% | +11.3% | +10.8% |
| 7D | +14.5% | -10.3% | +24.8% | +20.2% |
| 30D | -0.1% | +19.6% | -19.6% | -10.5% |
| 3M | -2.7% | -17.0% | +14.3% | +3.4% |
| 6M | -4.8% | -16.7% | +11.9% | -1.0% |
| YTD | +66.9% | -39.4% | +106.3% | +100.6% |
| 1Y | +85.8% | -41.7% | +127.5% | +126.7% |
| 3Y | +115.6% | -49.9% | +165.4% | +159.3% |
| All | +48.9% | -8.3% | +57.2% | +9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling