+82.0%
LSCC vs THC
+250.3%
-168.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.8% |
| 7D | +1.3% | -0.7% | +2.0% | +1.5% |
| 30D | -9.7% | +1.3% | -10.9% | -10.2% |
| 3M | -23.7% | +64.2% | -88.0% | -37.2% |
| 6M | +26.5% | +8.3% | +18.2% | +20.8% |
| YTD | +57.5% | +33.4% | +24.1% | +38.6% |
| 1Y | +75.7% | +37.7% | +38.0% | +50.9% |
| 3Y | +19.5% | +236.8% | -217.3% | -32.8% |
| All | +82.0% | +250.3% | -168.3% | -1.1% |
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