+81.8%
LSCC vs BRO
+17.6%
+64.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | +0.4% | -8.6% | +9.0% | +2.5% |
| 30D | -9.5% | -6.9% | -2.6% | -8.2% |
| 3M | -13.8% | +10.5% | -24.2% | -18.4% |
| 6M | +24.5% | -2.8% | +27.3% | +23.3% |
| YTD | +55.1% | -16.1% | +71.3% | +63.2% |
| 1Y | +72.5% | -27.6% | +100.1% | +94.7% |
| 3Y | +24.5% | -7.3% | +31.8% | +13.1% |
| 5Y | +81.8% | +19.0% | +62.8% | +35.7% |
| All | +81.8% | +17.6% | +64.2% | +35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling