+9,126.4%
LSCC vs TAP
+864.5%
+8,261.8%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -2.1% | -6.5% | -8.2% |
| 7D | -4.8% | +7.7% | -12.5% | -6.4% |
| 30D | -27.1% | +14.4% | -41.5% | -29.4% |
| 3M | -23.6% | +2.0% | -25.6% | -24.5% |
| 6M | -19.8% | +2.5% | -22.3% | -21.3% |
| YTD | +33.2% | -6.4% | +39.7% | +32.8% |
| 1Y | +55.2% | -2.3% | +57.5% | +53.1% |
| 3Y | +70.1% | -20.3% | +90.4% | +74.2% |
| 5Y | +19.5% | +6.9% | +12.6% | +14.1% |
| 10Y | +1,164.9% | -46.3% | +1,211.2% | +1,231.0% |
| All | +9,126.4% | +864.5% | +8,261.8% | +5,576.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling