+95.3%
LSCC vs BWA
+64.1%
+31.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.4% | -0.7% |
| 7D | +5.0% | -2.4% | +7.5% | +7.5% |
| 30D | -11.7% | -17.7% | +6.0% | +4.2% |
| 3M | -13.3% | -27.0% | +13.7% | +12.6% |
| 6M | -12.5% | -17.3% | +4.8% | +2.8% |
| YTD | +51.2% | +12.9% | +38.3% | +38.9% |
| 1Y | +65.9% | +12.9% | +53.0% | +52.1% |
| 3Y | +95.3% | +62.1% | +33.2% | +22.7% |
| All | +95.3% | +64.1% | +31.2% | +22.7% |
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