+1,883.4%
LSCC vs BR
+1,485.1%
+398.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -0.1% | +10.4% | +10.4% |
| 7D | +14.5% | +1.9% | +12.6% | +12.9% |
| 30D | -0.1% | +15.9% | -15.9% | -9.6% |
| 3M | -2.7% | +13.7% | -16.3% | -12.2% |
| 6M | -4.8% | +31.0% | -35.8% | -23.5% |
| YTD | +66.9% | -12.0% | +78.8% | +69.2% |
| 1Y | +85.8% | -11.5% | +97.3% | +87.8% |
| 3Y | +115.6% | +14.9% | +100.6% | +80.8% |
| 5Y | +48.8% | +20.1% | +28.7% | +21.2% |
| 10Y | +1,490.3% | +278.9% | +1,211.4% | +512.4% |
| All | +1,883.4% | +1,485.1% | +398.2% | +211.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling