+21.2%
LSCC vs TENB
-24.1%
+45.3%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.2% |
| 7D | +1.3% | -9.1% | +10.4% | +4.0% |
| 30D | -9.7% | -4.9% | -4.8% | -9.1% |
| 3M | -23.7% | +16.9% | -40.6% | -29.2% |
| 6M | +26.5% | +68.0% | -41.5% | +1.9% |
| YTD | +57.5% | +45.6% | +12.0% | +33.5% |
| 1Y | +75.7% | +12.7% | +62.9% | +69.0% |
| All | +21.2% | -24.1% | +45.3% | +34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 3y: compounded portfolio wealth divided by compounded TENB 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…
3y analysis · Full analysis span regression · 6 months rolling