+85.8%
LSCC vs TD
+129.3%
-43.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.6% | +7.7% | +7.7% |
| 7D | +13.0% | -1.7% | +14.6% | +15.1% |
| 30D | -19.8% | +8.2% | -28.1% | -25.8% |
| 3M | -18.4% | +1.7% | -20.1% | -19.6% |
| 6M | -16.1% | +14.2% | -30.4% | -26.3% |
| YTD | +42.7% | +32.8% | +10.0% | +8.7% |
| 1Y | +68.0% | +55.5% | +12.5% | +10.9% |
| 3Y | +85.8% | +129.6% | -43.8% | -15.7% |
| All | +85.8% | +129.3% | -43.5% | -15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling