+69.6%
LSCC vs TAP
+4.4%
+65.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.0% | -1.8% | +2.5% |
| 7D | +3.0% | +9.9% | -7.0% | +7.2% |
| 30D | -19.3% | +18.1% | -37.4% | -13.5% |
| 3M | -22.3% | +3.2% | -25.5% | -19.8% |
| 6M | -14.6% | +8.4% | -23.0% | -10.2% |
| YTD | +45.8% | -4.4% | +50.2% | +58.7% |
| 1Y | +69.6% | +3.2% | +66.4% | +81.1% |
| All | +69.6% | +4.4% | +65.3% | +81.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 1y: compounded portfolio wealth divided by compounded TAP 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…
1y analysis · Full analysis span regression · 6 months rolling