+2,441.7%
LSCC vs BLDR
+414.6%
+2,027.0%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.5% | -0.5% | +1.4% |
| 7D | +1.3% | -2.8% | +4.2% | +2.0% |
| 30D | -9.7% | -13.3% | +3.6% | -6.7% |
| 3M | -23.7% | -12.3% | -11.5% | -21.9% |
| 6M | +26.5% | -31.5% | +57.9% | +37.7% |
| YTD | +57.5% | -36.1% | +93.6% | +73.7% |
| 1Y | +75.7% | -54.1% | +129.8% | +109.6% |
| 3Y | +19.5% | -55.8% | +75.2% | +41.6% |
| 5Y | +83.8% | +20.7% | +63.0% | +71.4% |
| 10Y | +1,772.4% | +390.2% | +1,382.1% | +1,086.9% |
| All | +2,441.7% | +414.6% | +2,027.0% | +947.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling