+1,830.6%
LSCC vs BTG
+147.2%
+1,683.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -2.0% |
| 7D | +1.4% | +2.4% | -1.0% | +0.9% |
| 30D | -10.0% | +9.5% | -19.5% | -11.4% |
| 3M | -16.1% | +38.5% | -54.6% | -20.9% |
| 6M | +27.4% | +5.6% | +21.7% | +24.9% |
| YTD | +56.9% | +23.9% | +33.0% | +49.9% |
| 1Y | +74.6% | +32.1% | +42.4% | +64.6% |
| 3Y | +26.0% | +103.2% | -77.2% | +10.2% |
| 5Y | +86.1% | +79.7% | +6.4% | +64.0% |
| 10Y | +1,830.6% | +159.1% | +1,671.5% | +1,645.0% |
| All | +1,830.6% | +147.2% | +1,683.4% | +1,645.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 10y: compounded portfolio wealth divided by compounded BTG 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…
10y analysis · Full analysis span regression · 6 months rolling