+75.7%
LSCC vs BWA
+59.1%
+16.6%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.8% | -0.8% | -0.2% |
| 7D | +1.3% | +5.7% | -4.4% | -3.1% |
| 30D | -9.7% | +1.4% | -11.1% | -10.9% |
| 3M | -23.7% | -12.1% | -11.6% | -15.2% |
| 6M | +26.5% | +28.6% | -2.1% | +5.4% |
| YTD | +57.5% | +51.1% | +6.4% | +20.5% |
| 1Y | +75.7% | +55.9% | +19.8% | +32.9% |
| All | +75.7% | +59.1% | +16.6% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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