+1,236.1%
LSCC vs TD
+302.2%
+933.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.6% | +7.7% | +7.6% |
| 7D | +13.0% | -1.7% | +14.6% | +14.6% |
| 30D | -19.8% | +8.2% | -28.1% | -24.8% |
| 3M | -18.4% | +1.7% | -20.1% | -19.4% |
| 6M | -16.1% | +14.2% | -30.4% | -24.3% |
| YTD | +42.7% | +32.8% | +10.0% | +14.8% |
| 1Y | +68.0% | +55.5% | +12.5% | +19.7% |
| 3Y | +85.8% | +129.6% | -43.8% | -1.9% |
| 5Y | +28.0% | +102.2% | -74.2% | -25.4% |
| All | +1,236.1% | +302.2% | +933.9% | +436.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 10y: compounded portfolio wealth divided by compounded TD 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…
10y analysis · Full analysis span regression · 6 months rolling