+72.5%
LSCC vs TDY
+9.8%
+62.7%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.4% |
| 7D | +0.4% | -1.9% | +2.3% | +2.5% |
| 30D | -9.5% | -12.5% | +3.0% | +4.4% |
| 3M | -13.8% | -0.8% | -13.0% | -11.2% |
| 6M | +24.5% | -9.0% | +33.5% | +37.0% |
| YTD | +55.1% | +16.8% | +38.3% | +40.6% |
| 1Y | +72.5% | +9.5% | +63.0% | +63.4% |
| All | +72.5% | +9.8% | +62.7% | +63.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling