+1,379.1%
LSCC vs TCOM
+3.5%
+1,375.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -0.7% | +9.2% | +8.7% |
| 7D | +19.3% | +7.4% | +11.9% | +16.4% |
| 30D | -9.6% | +13.2% | -22.9% | -13.7% |
| 3M | -12.4% | -4.6% | -7.9% | -11.7% |
| 6M | -10.5% | -16.4% | +5.9% | -6.4% |
| YTD | +54.8% | -38.8% | +93.5% | +78.6% |
| 1Y | +79.4% | -37.3% | +116.7% | +105.3% |
| 3Y | +109.6% | +31.4% | +78.2% | +74.7% |
| 5Y | +40.4% | +45.5% | -5.2% | +3.7% |
| 10Y | +1,379.1% | +4.6% | +1,374.4% | +1,064.3% |
| All | +1,379.1% | +3.5% | +1,375.6% | +1,064.3% |
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