+1,751.4%
LSCC vs TAP
-49.2%
+1,800.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.0% |
| 7D | +1.3% | -2.3% | +3.6% | +1.8% |
| 30D | -9.7% | -2.1% | -7.5% | -9.4% |
| 3M | -23.7% | +6.6% | -30.3% | -25.5% |
| 6M | +26.5% | -11.5% | +38.0% | +28.9% |
| YTD | +57.5% | -10.3% | +67.8% | +59.8% |
| 1Y | +75.7% | -14.4% | +90.1% | +79.7% |
| 3Y | +19.5% | -28.3% | +47.7% | +27.3% |
| 5Y | +83.8% | +1.7% | +82.1% | +77.8% |
| All | +1,751.4% | -49.2% | +1,800.6% | +1,738.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling