+109.6%
LSCC vs BTG
+101.8%
+7.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +5.2% | +3.3% | +7.1% |
| 7D | +19.3% | +19.1% | +0.3% | +13.8% |
| 30D | -9.6% | +8.2% | -17.8% | -11.5% |
| 3M | -12.4% | +13.3% | -25.7% | -15.4% |
| 6M | -10.5% | +8.1% | -18.6% | -13.2% |
| YTD | +54.8% | +27.5% | +27.3% | +42.6% |
| 1Y | +79.4% | +47.1% | +32.3% | +59.9% |
| 3Y | +109.6% | +105.8% | +3.8% | +72.0% |
| All | +109.6% | +101.8% | +7.8% | +72.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling