+79.7%
LSCC vs BTSG
+493.4%
-413.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.3% | -5.1% | -5.3% |
| 7D | +7.0% | +6.0% | +0.9% | +4.6% |
| 30D | -2.3% | +12.4% | -14.7% | -6.7% |
| 3M | -12.5% | +18.2% | -30.8% | -18.4% |
| 6M | -10.6% | +26.0% | -36.6% | -19.5% |
| YTD | +52.7% | +90.1% | -37.5% | +18.1% |
| 1Y | +74.0% | +124.3% | -50.3% | +27.3% |
| All | +79.7% | +493.4% | -413.7% | -9.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling