+1,815.1%
LSCC vs BR
+190.5%
+1,624.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.2% |
| 7D | +0.4% | -6.0% | +6.4% | +4.1% |
| 30D | -9.5% | -0.9% | -8.6% | -9.6% |
| 3M | -13.8% | +16.4% | -30.1% | -23.6% |
| 6M | +24.5% | -8.2% | +32.7% | +27.7% |
| YTD | +55.1% | -23.2% | +78.3% | +77.9% |
| 1Y | +72.5% | -30.9% | +103.4% | +113.7% |
| 3Y | +24.5% | -5.0% | +29.5% | +19.5% |
| 5Y | +81.8% | +8.8% | +73.0% | +54.4% |
| All | +1,815.1% | +190.5% | +1,624.6% | +935.4% |
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