+82.0%
LSCC vs TD
+124.9%
-42.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.4% | +3.4% | +3.3% |
| 7D | +1.3% | +0.3% | +1.0% | +1.0% |
| 30D | -9.7% | +0.4% | -10.1% | -9.9% |
| 3M | -23.7% | +7.6% | -31.3% | -28.7% |
| 6M | +26.5% | +25.0% | +1.5% | +3.4% |
| YTD | +57.5% | +31.0% | +26.5% | +23.2% |
| 1Y | +75.7% | +65.2% | +10.5% | +11.9% |
| 3Y | +19.5% | +122.5% | -103.0% | -42.3% |
| All | +82.0% | +124.9% | -42.9% | -4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling