+377.9%
LSCC vs TDY
+7,557.8%
-7,180.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.8% | -2.5% |
| 7D | +5.0% | -2.6% | +7.7% | +6.6% |
| 30D | -11.7% | +5.3% | -17.0% | -13.7% |
| 3M | -13.3% | -6.4% | -6.9% | -10.0% |
| 6M | -12.5% | +4.0% | -16.5% | -13.1% |
| YTD | +51.2% | +26.5% | +24.7% | +37.0% |
| 1Y | +65.9% | +24.2% | +41.7% | +51.8% |
| 3Y | +95.3% | +68.8% | +26.6% | +56.4% |
| 5Y | +38.6% | +45.9% | -7.2% | +21.4% |
| 10Y | +1,352.3% | +451.1% | +901.3% | +584.6% |
| All | +377.9% | +7,557.8% | -7,180.0% | +2.6% |
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 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