+1,352.3%
LSCC vs BR
+271.1%
+1,081.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.5% |
| 7D | +5.0% | +5.0% | 0.0% | +1.9% |
| 30D | -11.7% | +16.6% | -28.4% | -20.1% |
| 3M | -13.3% | +12.0% | -25.3% | -20.6% |
| 6M | -12.5% | +30.7% | -43.3% | -29.2% |
| YTD | +51.2% | -11.9% | +63.1% | +57.6% |
| 1Y | +65.9% | -11.6% | +77.5% | +72.4% |
| 3Y | +95.3% | +15.0% | +80.3% | +63.1% |
| 5Y | +38.6% | +18.1% | +20.5% | +11.5% |
| 10Y | +1,352.3% | +278.6% | +1,073.7% | +584.1% |
| All | +1,352.3% | +271.1% | +1,081.2% | +584.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling