+1,596.6%
LSCC vs BR
+1,465.0%
+131.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.8% | +8.9% | +8.2% |
| 7D | +13.0% | +6.5% | +6.5% | +8.5% |
| 30D | -19.8% | +18.9% | -38.7% | -28.8% |
| 3M | -18.4% | +16.3% | -34.7% | -27.6% |
| 6M | -16.1% | +26.2% | -42.3% | -31.0% |
| YTD | +42.7% | -13.1% | +55.8% | +45.8% |
| 1Y | +68.0% | -10.5% | +78.5% | +68.2% |
| 3Y | +85.8% | +13.3% | +72.5% | +57.2% |
| 5Y | +28.0% | +19.9% | +8.1% | +4.2% |
| 10Y | +1,255.1% | +254.2% | +1,000.9% | +443.1% |
| All | +1,596.6% | +1,465.0% | +131.6% | +168.5% |
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 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