+87.2%
LSCC vs TDY
+36.7%
+50.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +2.3% |
| 7D | +5.2% | -0.9% | +6.1% | +6.2% |
| 30D | -9.6% | -12.5% | +2.8% | +4.1% |
| 3M | -17.8% | -1.2% | -16.6% | -15.8% |
| 6M | +37.4% | -6.6% | +44.0% | +50.1% |
| YTD | +59.7% | +18.5% | +41.2% | +34.9% |
| 1Y | +76.2% | +10.8% | +65.5% | +59.4% |
| 3Y | +28.2% | +47.5% | -19.3% | -14.5% |
| 5Y | +87.2% | +35.8% | +51.4% | +36.2% |
| All | +87.2% | +36.7% | +50.5% | +36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling