+69.6%
LSCC vs TCOM
-39.6%
+109.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.2% | -1.9% | +1.1% |
| 7D | +3.0% | +10.7% | -7.7% | +2.6% |
| 30D | -19.3% | +10.1% | -29.3% | -19.6% |
| 3M | -22.3% | -8.9% | -13.4% | -21.0% |
| 6M | -14.6% | -19.2% | +4.6% | -9.1% |
| YTD | +45.8% | -40.6% | +86.4% | +58.3% |
| 1Y | +69.6% | -39.0% | +108.7% | +80.2% |
| All | +69.6% | -39.6% | +109.2% | +80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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