+1,763.3%
LSCC vs TCOM
-9.6%
+1,773.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +2.9% | +2.3% |
| 7D | +1.3% | -9.5% | +10.8% | +4.8% |
| 30D | -9.7% | -10.7% | +1.1% | -6.4% |
| 3M | -23.7% | -14.6% | -9.1% | -20.4% |
| 6M | +26.5% | -19.3% | +45.8% | +34.4% |
| YTD | +57.5% | -42.9% | +100.5% | +87.2% |
| 1Y | +75.7% | -43.8% | +119.5% | +110.0% |
| 3Y | +19.5% | +2.1% | +17.4% | +9.5% |
| 5Y | +83.8% | +31.2% | +52.5% | +40.8% |
| All | +1,763.3% | -9.6% | +1,773.0% | +1,456.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling