+76.2%
LSCC vs BTSG
+154.4%
-78.2%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.0% | -1.6% | -0.2% |
| 7D | +5.2% | +5.7% | -0.5% | +2.1% |
| 30D | -9.6% | +0.2% | -9.9% | -10.0% |
| 3M | -17.8% | +5.6% | -23.4% | -22.6% |
| 6M | +37.4% | +50.8% | -13.4% | +5.6% |
| YTD | +59.7% | +67.0% | -7.4% | +17.0% |
| 1Y | +76.2% | +145.5% | -69.3% | +13.4% |
| All | +76.2% | +154.4% | -78.2% | +13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling