+61.2%
LSCC vs FBTC
+56.9%
+4.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.4% | +7.5% | +7.3% |
| 7D | +13.0% | -1.2% | +14.2% | +13.6% |
| 30D | -19.8% | -9.1% | -10.7% | -17.1% |
| 3M | -18.4% | +17.6% | -36.0% | -22.2% |
| 6M | -16.1% | -7.1% | -9.0% | -14.5% |
| YTD | +42.7% | -13.6% | +56.3% | +46.8% |
| 1Y | +68.0% | -25.1% | +93.1% | +79.7% |
| All | +61.2% | +56.9% | +4.3% | +50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 10y: compounded portfolio wealth divided by compounded FBTC 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…
10y analysis · Full analysis span regression · 6 months rolling