+28.3%
LSCC vs BRO
-7.2%
+35.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.7% | -2.3% |
| 7D | +1.4% | -7.6% | +9.0% | -0.4% |
| 30D | -10.0% | -6.9% | -3.2% | -11.2% |
| 3M | -16.1% | +12.8% | -28.9% | -15.4% |
| 6M | +27.4% | -5.9% | +33.2% | +30.1% |
| YTD | +56.9% | -15.9% | +72.8% | +62.3% |
| 1Y | +74.6% | -28.1% | +102.7% | +86.4% |
| All | +28.3% | -7.2% | +35.5% | +32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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