+427.3%
LSCC vs TDY
+7,617.0%
-7,189.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.8% | +9.6% | +10.0% |
| 7D | +14.5% | +3.0% | +11.4% | +13.2% |
| 30D | -0.1% | +6.1% | -6.2% | -2.6% |
| 3M | -2.7% | -4.5% | +1.8% | +0.1% |
| 6M | -4.8% | +2.9% | -7.7% | -4.9% |
| YTD | +66.9% | +27.5% | +39.4% | +50.7% |
| 1Y | +85.8% | +26.5% | +59.4% | +68.7% |
| 3Y | +115.6% | +70.1% | +45.5% | +72.0% |
| 5Y | +48.8% | +46.8% | +2.0% | +29.9% |
| 10Y | +1,490.3% | +447.2% | +1,043.1% | +651.8% |
| All | +427.3% | +7,617.0% | -7,189.6% | +12.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling