+85.8%
LSCC vs BWA
+51.7%
+34.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.7% | +4.4% | +4.9% |
| 7D | +13.0% | -5.5% | +18.4% | +18.5% |
| 30D | -19.8% | -21.7% | +1.9% | -1.5% |
| 3M | -18.4% | -25.6% | +7.2% | +4.2% |
| 6M | -16.1% | -17.4% | +1.3% | -1.2% |
| YTD | +42.7% | +9.2% | +33.5% | +34.5% |
| 1Y | +68.0% | +9.7% | +58.3% | +57.5% |
| 3Y | +85.8% | +54.6% | +31.2% | +21.2% |
| All | +85.8% | +51.7% | +34.1% | +21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling