+123.8%
LSCC vs TCOM
+26.8%
+97.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -1.1% | +11.4% | +10.6% |
| 7D | +14.5% | +2.2% | +12.3% | +13.8% |
| 30D | -0.1% | +12.5% | -12.6% | -3.1% |
| 3M | -2.7% | -5.6% | +2.9% | -1.6% |
| 6M | -4.8% | -16.5% | +11.7% | -0.8% |
| YTD | +66.9% | -39.4% | +106.2% | +89.4% |
| 1Y | +85.8% | -41.0% | +126.8% | +112.7% |
| All | +123.8% | +26.8% | +97.0% | +100.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling