+69.8%
LSCC vs BWA
+15.7%
+54.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +5.4% | +3.1% | +3.7% |
| 7D | +19.3% | -0.6% | +19.9% | +20.2% |
| 30D | -9.6% | -16.1% | +6.4% | +5.5% |
| 3M | -12.4% | -24.6% | +12.2% | +11.9% |
| 6M | -10.5% | -15.7% | +5.2% | +4.6% |
| YTD | +54.8% | +15.1% | +39.7% | +41.9% |
| All | +69.8% | +15.7% | +54.1% | +56.9% |
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