+2,007.3%
LSCC vs BWA
+3,492.4%
-1,485.1%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.8% | -0.8% | +0.5% |
| 7D | +1.3% | +5.7% | -4.4% | -1.6% |
| 30D | -9.7% | +1.4% | -11.1% | -10.4% |
| 3M | -23.7% | -12.1% | -11.6% | -18.0% |
| 6M | +26.5% | +28.6% | -2.1% | +11.7% |
| YTD | +57.5% | +51.1% | +6.4% | +27.7% |
| 1Y | +75.7% | +55.9% | +19.8% | +39.5% |
| 3Y | +19.5% | +70.1% | -50.7% | -10.4% |
| 5Y | +83.8% | +90.7% | -6.9% | +29.8% |
| 10Y | +1,772.4% | +154.0% | +1,618.4% | +921.3% |
| All | +2,007.3% | +3,492.4% | -1,485.1% | +244.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling