+1,751.4%
LSCC vs THC
+1,000.2%
+751.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.9% |
| 7D | +1.3% | -0.7% | +2.0% | +1.4% |
| 30D | -9.7% | +1.3% | -10.9% | -10.0% |
| 3M | -23.7% | +64.2% | -88.0% | -32.0% |
| 6M | +26.5% | +8.3% | +18.2% | +22.7% |
| YTD | +57.5% | +33.4% | +24.1% | +46.0% |
| 1Y | +75.7% | +37.7% | +38.0% | +60.9% |
| 3Y | +19.5% | +236.8% | -217.3% | -10.9% |
| 5Y | +83.8% | +249.3% | -165.5% | +32.9% |
| All | +1,751.4% | +1,000.2% | +751.2% | +1,008.4% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 10y: compounded portfolio wealth divided by compounded THC 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…
10y analysis · Full analysis span regression · 6 months rolling