+1,263.9%
LSCC vs TCOM
+4.3%
+1,259.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.3% | +5.9% | +6.7% |
| 7D | +13.0% | +12.1% | +0.9% | +8.7% |
| 30D | -19.8% | +16.5% | -36.3% | -24.1% |
| 3M | -18.4% | -4.0% | -14.4% | -17.9% |
| 6M | -16.1% | -18.5% | +2.4% | -11.5% |
| YTD | +42.7% | -38.3% | +81.0% | +64.3% |
| 1Y | +68.0% | -36.6% | +104.6% | +91.6% |
| 3Y | +85.8% | +31.1% | +54.7% | +55.1% |
| 5Y | +28.0% | +47.6% | -19.5% | -5.9% |
| All | +1,263.9% | +4.3% | +1,259.6% | +971.2% |
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 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