+68.0%
LSCC vs TAP
-6.0%
+74.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -4.5% | +11.6% | +5.2% |
| 7D | +13.0% | +0.5% | +12.4% | +13.3% |
| 30D | -19.8% | +9.1% | -29.0% | -16.6% |
| 3M | -18.4% | -3.8% | -14.6% | -18.0% |
| 6M | -16.1% | -3.4% | -12.7% | -14.1% |
| YTD | +42.7% | -10.6% | +53.4% | +51.9% |
| 1Y | +68.0% | -4.4% | +72.4% | +75.5% |
| All | +68.0% | -6.0% | +74.0% | +75.5% |
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 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