+1,098.9%
LSCC vs TCOM
+2,922.3%
-1,823.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.3% | +5.9% | +6.8% |
| 7D | +13.0% | +12.1% | +0.9% | +9.4% |
| 30D | -19.8% | +16.5% | -36.3% | -23.3% |
| 3M | -18.4% | -4.0% | -14.4% | -18.0% |
| 6M | -16.1% | -18.5% | +2.4% | -12.5% |
| YTD | +42.7% | -38.3% | +81.0% | +59.7% |
| 1Y | +68.0% | -36.6% | +104.6% | +86.6% |
| 3Y | +85.8% | +31.1% | +54.7% | +63.1% |
| 5Y | +28.0% | +47.6% | -19.5% | +2.9% |
| 10Y | +1,255.1% | +5.1% | +1,250.0% | +1,025.4% |
| All | +1,098.9% | +2,922.3% | -1,823.4% | +303.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling