+1,351.6%
LSCC vs THC
+1,813.2%
-461.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.3% | -5.2% | -5.4% |
| 7D | +7.0% | +1.0% | +6.0% | +6.8% |
| 30D | -2.3% | +5.3% | -7.6% | -3.5% |
| 3M | -12.5% | +7.1% | -19.6% | -14.0% |
| 6M | -10.6% | +46.0% | -56.6% | -19.0% |
| YTD | +52.7% | +43.9% | +8.8% | +38.4% |
| 1Y | +74.0% | +45.4% | +28.5% | +57.0% |
| 3Y | +104.8% | +421.3% | -316.5% | +36.7% |
| 5Y | +36.2% | +261.5% | -225.2% | -4.4% |
| All | +1,351.6% | +1,813.2% | -461.7% | +658.9% |
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