+75.7%
LSCC vs BR
-29.1%
+104.8%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.4% | +5.4% | +0.2% |
| 7D | +1.3% | -5.3% | +6.6% | -1.6% |
| 30D | -9.7% | +6.4% | -16.1% | -6.3% |
| 3M | -23.7% | +13.6% | -37.4% | -15.9% |
| 6M | +26.5% | -6.7% | +33.2% | +27.0% |
| YTD | +57.5% | -21.1% | +78.6% | +62.0% |
| 1Y | +75.7% | -29.6% | +105.2% | +79.2% |
| All | +75.7% | -29.1% | +104.8% | +79.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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