+1,236.1%
LSCC vs TAP
-49.3%
+1,285.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -4.5% | +11.6% | +8.0% |
| 7D | +13.0% | +0.5% | +12.4% | +12.6% |
| 30D | -19.8% | +9.1% | -29.0% | -21.7% |
| 3M | -18.4% | -3.8% | -14.6% | -18.4% |
| 6M | -16.1% | -3.4% | -12.7% | -16.7% |
| YTD | +42.7% | -10.6% | +53.4% | +44.0% |
| 1Y | +68.0% | -4.4% | +72.4% | +66.2% |
| 3Y | +85.8% | -24.4% | +110.2% | +94.4% |
| 5Y | +28.0% | +2.1% | +26.0% | +23.1% |
| All | +1,236.1% | -49.3% | +1,285.4% | +1,171.0% |
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