+26.5%
LSCC vs TCOM
-20.4%
+46.9%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +2.9% | +1.9% |
| 7D | +1.3% | -9.5% | +10.8% | +0.4% |
| 30D | -9.7% | -10.7% | +1.1% | -10.4% |
| 3M | -23.7% | -14.6% | -9.1% | -21.7% |
| 6M | +26.5% | -19.3% | +45.8% | +32.7% |
| All | +26.5% | -20.4% | +46.9% | +32.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling