+85.8%
LSCC vs BUD
+49.3%
+36.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.5% | +8.6% | +7.3% |
| 7D | +13.0% | +4.5% | +8.5% | +12.3% |
| 30D | -19.8% | +12.5% | -32.3% | -21.6% |
| 3M | -18.4% | 0.0% | -18.4% | -18.3% |
| 6M | -16.1% | +3.8% | -19.9% | -17.1% |
| YTD | +42.7% | +33.1% | +9.7% | +30.8% |
| 1Y | +68.0% | +35.5% | +32.5% | +53.0% |
| 3Y | +85.8% | +49.4% | +36.4% | +52.1% |
| All | +85.8% | +49.3% | +36.5% | +52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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