+3,230.5%
LSCC vs BTG
+392.0%
+2,838.5%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.4% | +3.4% | +2.1% |
| 7D | +1.3% | -0.9% | +2.2% | +1.4% |
| 30D | -9.7% | +36.8% | -46.5% | -12.9% |
| 3M | -23.7% | +23.1% | -46.8% | -25.6% |
| 6M | +26.5% | +3.5% | +23.0% | +25.2% |
| YTD | +57.5% | +25.5% | +32.0% | +52.7% |
| 1Y | +75.7% | +40.1% | +35.6% | +68.1% |
| 3Y | +19.5% | +101.1% | -81.7% | +9.2% |
| 5Y | +83.8% | +70.6% | +13.2% | +69.2% |
| 10Y | +1,772.4% | +152.1% | +1,620.2% | +1,525.4% |
| All | +3,230.5% | +392.0% | +2,838.5% | +2,214.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling