+35.1%
LSCC vs TCOM
+40.6%
-5.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.9% | -6.3% | -5.7% |
| 7D | +7.0% | -1.8% | +8.8% | +7.5% |
| 30D | -2.3% | +12.1% | -14.4% | -6.0% |
| 3M | -12.5% | -3.2% | -9.3% | -12.2% |
| 6M | -10.6% | -16.6% | +6.1% | -6.7% |
| YTD | +52.7% | -39.4% | +92.1% | +75.4% |
| 1Y | +74.0% | -41.5% | +115.5% | +102.2% |
| 3Y | +104.8% | +24.4% | +80.4% | +75.3% |
| All | +35.1% | +40.6% | -5.5% | +1.6% |
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