+68.4%
LSCC vs BTSG
+115.9%
-47.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.8% | -7.1% | -4.5% |
| 7D | +5.0% | +3.8% | +1.2% | +3.3% |
| 30D | -11.7% | +13.7% | -25.5% | -16.7% |
| 3M | -13.3% | +18.0% | -31.3% | -20.1% |
| 6M | -12.5% | +32.2% | -44.7% | -27.4% |
| YTD | +51.2% | +93.6% | -42.4% | +1.5% |
| All | +68.4% | +115.9% | -47.5% | +7.9% |
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