+1,435.5%
LSCC vs BR
+275.8%
+1,159.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -2.8% |
| 7D | +21.2% | -1.3% | +22.5% | +22.1% |
| 30D | -1.9% | +13.7% | -15.6% | -9.8% |
| 3M | -8.1% | +13.8% | -21.9% | -16.7% |
| 6M | -5.2% | +29.7% | -35.0% | -23.0% |
| YTD | +61.5% | -12.6% | +74.1% | +69.1% |
| 1Y | +81.3% | -12.4% | +93.7% | +89.6% |
| 3Y | +108.7% | +14.1% | +94.6% | +75.0% |
| 5Y | +44.1% | +18.7% | +25.5% | +15.4% |
| All | +1,435.5% | +275.8% | +1,159.7% | +625.5% |
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