+33.1%
LSCC vs BRKR
-11.8%
+44.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.2% | +5.2% | +5.0% |
| 7D | +3.3% | -8.7% | +12.0% | +6.9% |
| 30D | -7.4% | -9.9% | +2.5% | -3.7% |
| 3M | -16.2% | -3.1% | -13.1% | -18.0% |
| 6M | +31.9% | +45.5% | -13.6% | +5.9% |
| YTD | +62.8% | +13.7% | +49.1% | +45.1% |
| 1Y | +81.4% | +67.4% | +14.0% | +33.4% |
| 3Y | +33.1% | -13.2% | +46.3% | +34.2% |
| All | +33.1% | -11.8% | +44.9% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 3y: compounded portfolio wealth divided by compounded BRKR 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…
3y analysis · Full analysis span regression · 6 months rolling