+1,351.6%
LSCC vs TDY
+434.3%
+917.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.6% | -4.9% | -5.0% |
| 7D | +7.0% | +4.1% | +2.9% | +4.1% |
| 30D | -2.3% | +5.7% | -8.0% | -5.8% |
| 3M | -12.5% | -4.4% | -8.1% | -9.0% |
| 6M | -10.6% | +1.2% | -11.8% | -9.9% |
| YTD | +52.7% | +26.0% | +26.6% | +32.0% |
| 1Y | +74.0% | +27.4% | +46.6% | +49.6% |
| 3Y | +104.8% | +67.5% | +37.3% | +48.1% |
| 5Y | +36.2% | +44.9% | -8.6% | +9.6% |
| All | +1,351.6% | +434.3% | +917.2% | +654.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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