+19.5%
LSCC vs THC
+287.8%
-268.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -2.0% | -6.6% | -8.0% |
| 7D | -4.8% | +5.9% | -10.7% | -6.6% |
| 30D | -27.1% | +10.8% | -37.9% | -29.6% |
| 3M | -23.6% | +9.4% | -33.0% | -26.2% |
| 6M | -19.8% | +53.3% | -73.1% | -32.7% |
| YTD | +33.2% | +44.2% | -10.9% | +13.9% |
| 1Y | +55.2% | +37.3% | +17.9% | +34.4% |
| 3Y | +70.1% | +421.6% | -351.5% | -20.8% |
| 5Y | +19.5% | +279.8% | -260.3% | -37.4% |
| All | +19.5% | +287.8% | -268.3% | -37.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling