+1,772.4%
LSCC vs BR
+1,321.0%
+451.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.4% | +5.4% | +4.1% |
| 7D | +1.3% | -5.3% | +6.6% | +4.7% |
| 30D | -9.7% | +6.4% | -16.1% | -13.8% |
| 3M | -23.7% | +13.6% | -37.4% | -31.3% |
| 6M | +26.5% | -6.7% | +33.2% | +26.8% |
| YTD | +57.5% | -21.1% | +78.6% | +74.0% |
| 1Y | +75.7% | -29.6% | +105.2% | +108.9% |
| 3Y | +19.5% | -2.4% | +21.8% | +13.0% |
| 5Y | +83.8% | +11.2% | +72.5% | +58.7% |
| 10Y | +1,772.4% | +191.8% | +1,580.6% | +761.9% |
| All | +1,772.4% | +1,321.0% | +451.4% | +220.4% |
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 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