+25.5%
LSCC vs TCOM
+44.6%
-19.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.3% | +5.9% | +6.7% |
| 7D | +13.0% | +12.1% | +0.9% | +9.1% |
| 30D | -19.8% | +16.5% | -36.3% | -23.7% |
| 3M | -18.4% | -4.0% | -14.4% | -17.8% |
| 6M | -16.1% | -18.5% | +2.4% | -11.7% |
| YTD | +42.7% | -38.3% | +81.0% | +63.2% |
| 1Y | +68.0% | -36.6% | +104.6% | +90.4% |
| 3Y | +85.8% | +31.1% | +54.7% | +56.2% |
| All | +25.5% | +44.6% | -19.1% | -5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling