+96.3%
LSCC vs BTSG
+505.2%
-408.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.2% | +10.2% | +10.3% |
| 7D | +14.5% | +4.0% | +10.4% | +12.9% |
| 30D | -0.1% | +15.3% | -15.3% | -5.5% |
| 3M | -2.7% | +25.4% | -28.1% | -11.3% |
| 6M | -4.8% | +31.9% | -36.7% | -15.8% |
| YTD | +66.9% | +93.9% | -27.1% | +28.1% |
| 1Y | +85.8% | +114.2% | -28.3% | +37.8% |
| All | +96.3% | +505.2% | -408.8% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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