+10,808.2%
LSCC vs BRO
+27,561.0%
-16,752.8%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.6% | +3.6% | +2.4% |
| 7D | +1.3% | -2.6% | +3.9% | +2.0% |
| 30D | -9.7% | +0.9% | -10.6% | -10.1% |
| 3M | -23.7% | +24.8% | -48.5% | -29.7% |
| 6M | +26.5% | -0.1% | +26.6% | +23.5% |
| YTD | +57.5% | -9.7% | +67.2% | +57.8% |
| 1Y | +75.7% | -24.5% | +100.2% | +84.9% |
| 3Y | +19.5% | -1.6% | +21.1% | +14.5% |
| 5Y | +83.8% | +25.6% | +58.2% | +64.3% |
| 10Y | +1,772.4% | +309.8% | +1,462.5% | +1,132.8% |
| All | +10,808.2% | +27,561.0% | -16,752.8% | +5,762.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling