+312.2%
LSCC vs BRKR
+173.2%
+139.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.7% |
| 7D | +0.4% | -9.8% | +10.3% | +3.3% |
| 30D | -9.5% | -6.1% | -3.4% | -8.0% |
| 3M | -13.8% | -2.4% | -11.4% | -14.7% |
| 6M | +24.5% | +46.7% | -22.2% | +9.1% |
| YTD | +55.1% | +14.0% | +41.2% | +45.5% |
| 1Y | +72.5% | +76.5% | -4.0% | +42.1% |
| 3Y | +24.5% | -11.7% | +36.2% | +22.1% |
| 5Y | +81.8% | -39.3% | +121.1% | +97.8% |
| 10Y | +1,808.7% | +154.1% | +1,654.6% | +1,353.0% |
| All | +312.2% | +173.2% | +139.1% | +110.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling