+73.5%
LSCC vs THC
+418.9%
-345.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -2.0% | -6.6% | -8.3% |
| 7D | -4.8% | +5.9% | -10.7% | -5.8% |
| 30D | -27.1% | +10.8% | -37.9% | -28.5% |
| 3M | -23.6% | +9.4% | -33.0% | -25.0% |
| 6M | -19.8% | +53.3% | -73.1% | -28.0% |
| YTD | +33.2% | +44.2% | -10.9% | +21.1% |
| 1Y | +55.2% | +37.3% | +17.9% | +42.4% |
| All | +73.5% | +418.9% | -345.5% | +4.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling