+35.1%
LSCC vs BWA
+27.4%
+7.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.2% | -5.3% | -5.3% |
| 7D | +7.0% | +4.3% | +2.7% | +3.8% |
| 30D | -2.3% | -13.0% | +10.7% | +9.6% |
| 3M | -12.5% | -24.8% | +12.3% | +9.7% |
| 6M | -10.6% | -23.5% | +12.9% | +10.9% |
| YTD | +52.7% | +13.8% | +38.8% | +40.4% |
| 1Y | +74.0% | +13.4% | +60.5% | +60.1% |
| 3Y | +104.8% | +62.8% | +42.0% | +39.8% |
| All | +35.1% | +27.4% | +7.7% | -4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling