+48.8%
LSCC vs BWA
+32.2%
+16.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +1.6% | +8.7% | +9.1% |
| 7D | +14.5% | +1.7% | +12.8% | +13.5% |
| 30D | -0.1% | -14.6% | +14.6% | +13.7% |
| 3M | -2.7% | -26.2% | +23.6% | +23.7% |
| 6M | -4.8% | -18.4% | +13.6% | +12.2% |
| YTD | +66.9% | +14.7% | +52.2% | +52.5% |
| 1Y | +85.8% | +13.3% | +72.5% | +71.1% |
| 3Y | +115.6% | +64.7% | +50.9% | +45.9% |
| 5Y | +48.8% | +32.2% | +16.6% | +3.9% |
| All | +48.8% | +32.2% | +16.6% | +3.9% |
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 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